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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 8101–8150; page 163 of 188.

  1. Testing and Modelling Time Series with Time Varying Tails

    Palumbo, D. · 2021 · advanced · time series

    hypothesis testing · statistical inference · statistics · time series

  2. Testing Business Cycle Theories: Evidence from the Great Recession

    Bo Li · 2024 · advanced · risk management

    causal identification · credit markets · financial economics · housing markets · mortgage markets

  3. Testing Co-Volatility Spillovers for Natural Gas Spot, Futures and ETF Spot using Dynamic Conditional Covariances

    Chang, C-L., McAleer, M.J., Wang, Y. · 2016 · advanced · time series

    derivatives · econometrics · time series

  4. Testing Conditional Factor Models

    Dennis Kristensen, Andrew Ang · 2009 · advanced · statistics

    asset pricing · hypothesis testing · statistical inference · statistics

  5. Testing Expected Shortfall Models for Derivative Positions

    Kerkhof, F.L.J., Melenberg, B., Schumacher, J.M. · 2003 · advanced · risk management

    derivatives · hypothesis testing · risk management

  6. Testing financing constraints on firm investment using variable capital

    Andrea Caggese · 2006 · intermediate · other

    financial economics

  7. Testing for a Common Volatility Process and Information Spillovers in Bivariate Financial Time Series Models

    Chen, J., Kobayashi, M., McAleer, M.J. · 2016 · advanced · time series

    econometrics · hypothesis testing · statistical inference · stochastic processes · time series

  8. Testing for a Unit Root with Near-Integrated Volatility

    Boswijk, H.P. · 2000 · advanced · time series

    econometrics · garch · hypothesis testing · statistical inference · time series

  9. Testing for changes in volatility in heteroskedastic time series - a further examination

    de Pooter, M.D., van Dijk, D.J.C. · 2004 · advanced · time series

    econometrics · garch · hypothesis testing · statistical inference · statistics · time series

  10. Testing for heteroscedasticity in jumpy and noisy high-frequency data: A resampling approach

    Kim Christensen, Ulrich Hounyo, Mark Podolskij · 2016 · advanced · statistics

    hypothesis testing · jump processes · market microstructure · statistical inference

  11. Testing for jumps in a discretely observed price process with endogenous sampling times

    Qiyuan Li, Yifan Li, Ingmar Nolte · 2025 · advanced · statistics

    hypothesis testing · jump processes · statistical inference · stochastic processes

  12. Testing for Leverage Effect in Financial Returns

    Christophe Chorro, Dominique Guegan, Florian Ielpo · 2014 · advanced · time series

    econometrics · garch · hypothesis testing · statistical inference · time series

  13. Testing for Leverage Effects in the Returns of US Equities

    Christophe Chorro, Dominique Guegan, Florian Ielpo · 2017 · advanced · time series

    equity markets · hypothesis testing

  14. Testing for Liquidity Constraints in Euler Equations with Complementary Data Sources

    T. Jappelli, J-S Pischke, N.S. Souleles · 1995 · intermediate · statistics

    econometrics · hypothesis testing · liquidity

  15. Testing for multivariate volatility functions using minimum volume sets and inverse regression

    Polonik, Wolfgang, Yao, Qiwei · 2008 · advanced · statistics

    hypothesis testing · regression · statistical inference · statistics

  16. Testing for Nonlinear Structure and Chaos in Economic Time Series: A Comment

    Hommes, C.H., Manzan, S. · 2005 · advanced · time series

    econometrics · hypothesis testing · statistics · time series

  17. Testing for Stochastic Dominance Efficiency

    Post, G.T., Linton, O., Whang, Y-J. · 2005 · advanced · statistics

    hypothesis testing · statistical inference

  18. Testing for Stochastic Dominance with Diversification Possibilities

    Post, G.T. · 2001 · advanced · portfolio management

    hypothesis testing · portfolio management

  19. Testing for the Asymmetric Optimal Hedge Ratios: With an Application to Bitcoin

    Abdulnasser Hatemi-J · 2024 · intermediate · derivatives

    derivatives · hypothesis testing · risk management · statistical inference

  20. Testing for the Minimum Mean-Variance Spanning Set

    Zhipeng Liao, Bin Wang, Wenyu Zhou · 2025 · advanced · statistics

    hypothesis testing · statistical inference

  21. Testing for Third-Order Stochastic Dominance with Diversification Possibilities

    Post, G.T. · 2002 · advanced · statistics

    hypothesis testing

  22. Testing for Volatility Co-movement in Bivariate Stochastic Volatility Models

    Chen, J., Kobayashi, M., McAleer, M.J. · 2017 · advanced · time series

    econometrics · hypothesis testing · statistical inference · stochastic processes

  23. Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model

    Nakatani, Tomoaki, Teräsvirta, Timo · 2008 · advanced · time series

    econometrics · garch · hypothesis testing · statistical inference · time series

  24. Testing replication for an agent-based model of market fragmentation and latency arbitrage

    Ethan Ratliff-Crain, Colin M. Van Oort, Matthew T. K. Koehler · 2026 · advanced · quantitative trading

    market microstructure

  25. Testing Stochastic Dominance with Many Conditioning Variables

    Linton, O., Seo, M., Whang, Y-J. · 2020 · advanced · statistics

    hypothesis testing · regression · statistical inference

  26. Testing the Capital Asset Pricing Model Efficiently under Elliptical Symmetry: A Semiparametric Approach

    Douglas J Hodgson, Oliver Linton, Keith Vorkink · 2000 · advanced · statistics

    asset pricing · capm · hypothesis testing · regression · statistical inference · statistics

  27. Tests for the validity of portfolio or group choice in financial and panel regressions

    Atsushi Inoue, Barbara Rossi · 2015 · advanced · statistics

    asset pricing · capm · hypothesis testing · regression · statistical inference

  28. Text analysis in financial disclosures

    Sridhar Ravula · 2021 · intermediate · machine learning

    natural language processing

  29. Text mining arXiv: a look through quantitative finance papers

    Michele Leonardo Bianchi · 2024 · intermediate · machine learning

    natural language processing

  30. Text-Based Linkages and Local Risk Spillovers in the Equity Market

    Ge, S. · 2020 · advanced · risk management

    econometrics · systemic risk

  31. That's Where the Money Was: Foreign Bias and English Investment Abroad, 1866-1907

    Benjamin Chabot, Christopher J. Kurz · 2009 · intermediate · portfolio management

    financial economics · portfolio optimization

  32. The "double" square-root law: Evidence for the mechanical origin of market impact using Tokyo Stock Exchange data

    Guillaume Maitrier, Grégoire Loeper, Kiyoshi Kanazawa · 2025 · advanced · quantitative trading

    market microstructure

  33. The "Out of Sample" Performance of Long-run Risk Models

    Wayne E. Ferson, Suresh Nallareddy, Biqin Xie · 2012 · advanced · statistics

    asset pricing · econometrics · time series

  34. The "Size Premium" in Equity Markets: Where is the Risk?

    Stefano Ciliberti, Emmanuel Sérié, Guillaume Simon · 2017 · intermediate · portfolio management

    asset pricing · factor investing

  35. The "Washing Machine": Investment Strategies and Corporate Behavior with Socially Responsible Investors

    Gollier, Christian, Pouget, Sébastien · 2014 · intermediate · other

    asset pricing

  36. The $κ$-generalised Distribution for Stock Returns

    Samuel Forbes · 2024 · intermediate · statistics

    hypothesis testing · monte carlo simulation · numerical methods · statistical inference · statistics

  37. The 2020 Global Stock Market Crash: Endogenous or Exogenous?

    Ruiqiang Song, Min Shu, Wei Zhu · 2021 · advanced · time series

    time series

  38. The A,B,Cs of Hedge Funds: Alphas, Betas, and Costs

    Roger Ibbotson, Peng Chen · 2005 · intermediate · portfolio management

    hedge funds · performance attribution

  39. The Achilles' Heel of the International Monetary and Financial System: A Stock-Flow Consistent Account of the Saving Identity and Gross Capital Flows

    Gaël Giraud, Alain Grandjean · 2026 · advanced · risk management

    banking

  40. The Acoustic Camouflage Phenomenon: Re-evaluating Speech Features for Financial Risk Prediction

    Dhruvin Dungrani, Disha Dungrani · 2026 · intermediate · machine learning

    machine learning · natural language processing · tail risk

  41. The Adaptation Imperative: Climate Change and Sovereign Credit Risk

    Burke, M., Mohaddes, K, Raissi, M. · 2026 · advanced · risk management

    credit risk · machine learning

  42. The additive Bachelier model with an application to the oil option market in the Covid period

    Roberto Baviera, Michele Domenico Massaria · 2025 · intermediate · options

    derivatives · mathematical finance · option pricing · volatility surface

  43. The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models

    Jens H. E. Christensen, Francis X. Diebold, Glenn D. Rudebusch · 2007 · advanced · fixed income

    fixed income · interest rates · mathematical finance · term structure models

  44. The Agentic ETF: How Agentic Trading Becomes an Asset Class

    Amandeep Singh · 2026 · intermediate · quantitative trading

    algorithmic trading · exchange traded funds · large language models

  45. The Agentic Regulator: Risks for AI in Finance and a Proposed Agent-based Framework for Governance

    Eren Kurshan, Tucker Balch, David Byrd · 2025 · advanced · risk management

    large language models · model risk

  46. The Aligned Economic Index & The State Switching Model

    Ilias Aarab · 2025 · advanced · time series

    asset pricing · equity markets · regression · time series

  47. The Anatomy of a Decentralized Prediction Market: Microstructure Evidence from the Polymarket Order Book

    Philipp D. Dubach · 2026 · advanced · quantitative trading

    liquidity · market microstructure

  48. The Antecedents and Aftermath of Financial Crises as Told by Carlos F. Diaz Alejandro

    Reinhart, Carmen M. · 2015 · intermediate · risk management

    risk management

  49. The Approach of Sliced Inference in Systems of Stochastic Differential Equations with Comments on the Heston Model

    Ahmet Umur Özsoy · 2025 · advanced · statistics

    statistical inference · stochastic differential equations

  50. The Arbitrage Theory of Capital Asset Pricing

    Stephen A. Ross

    asset pricing · capm · mathematical finance