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Option valuation under no-arbi...
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1
A neural network enhanced volatility component model
Zhai, Jia
;
Cao, Yi
;
Liu, Xiaoquan
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 783-797
Persistent link: https://www.econbiz.de/10012262620
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2
Volatility modeling and prediction : the role of price impact
Jiang, Ying
;
Cao, Yi
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
Quantitative finance
19
(
2019
)
12
,
pp. 2015-2031
Persistent link: https://www.econbiz.de/10015123062
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3
Data analytic approach for manipulation detection in stock market
Zhai, Jia
;
Cao, Yi
;
Ding, Xuemei
- In:
Review of quantitative finance and accounting
50
(
2018
)
3
,
pp. 897-932
Persistent link: https://www.econbiz.de/10011979330
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4
Estimating price impact via deep reinforcement learning
Cao, Yi
;
Zhai, Jia
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3954-3970
Persistent link: https://www.econbiz.de/10013461299
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5
Wavelet-based option pricing : an empirical study
Liu, Xiaoquan
;
Cao, Yi
;
Ma, Chenghu
;
Shen, Liya
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1132-1142
Persistent link: https://www.econbiz.de/10011942861
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6
A two‐stage Bayesian network model for corporate bankruptcy prediction
Cao, Yi
;
Liu, Xiaoquan
;
Zhai, Jia
;
Hua, Shan
- In:
International Journal of Finance & Economics
27
(
2020
)
1
,
pp. 455-472
Persistent link: https://www.econbiz.de/10012273381
Saved in:
7
California carbon allowance futures
Shi, Shimeng
;
Zhai, Jia
- In:
Finance research letters
70
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10015193518
Saved in:
8
Forecasting stock volatility during the stock market crash period : the role of Hawkes process
Fan, Lina
;
Yang, Hao
;
Zhai, Jia
;
Zhang, Xiaotao
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10014473015
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9
Informational inefficiency on bitcoin futures
Shi, Shimeng
;
Zhai, Jia
;
Wu, Yingying
- In:
The European journal of finance
30
(
2024
)
6
,
pp. 642-667
Persistent link: https://www.econbiz.de/10014547980
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10
Volatility forecasting with Hybrid-long short-term memory models : evidence from the COVID-19 period
Yang, Ao
;
Ye, Qing
;
Zhai, Jia
- In:
International journal of finance & economics : IJFE
29
(
2024
)
3
,
pp. 2766-2786
Persistent link: https://www.econbiz.de/10014635168
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