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Search: person:"Zhu, Shunwei"
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Zhu, Shunwei
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1
Commodity factor investing via machine learning
Zhu, Shunwei
;
Zhou, Chunyang
;
Liu, Hailong
;
Ren, Yangyang
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014491183
Saved in:
2
Long-term reversal and value effects : the role of liquidity risk
Zhu, Shunwei
;
Liu, Hailong
;
Boryniec, Thomas
- In:
Applied economics
55
(
2023
)
14
,
pp. 1546-1566
Persistent link: https://www.econbiz.de/10013554947
Saved in:
3
Unified approach for the affine and non-affine models : an empirical analysis on the S&P 500 volatility dynamics
Zhu, Shunwei
;
Wang, Bo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1421-1442
Persistent link: https://www.econbiz.de/10012135302
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