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Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 9151–9200; page 184 of 188.

  1. Volatility risk premia and exchange rate predictability

    Pasquale Della Corte, Tarun Ramadorai, Lucio Sarno · 2016 · advanced · quantitative trading

    foreign exchange

  2. Volatility Shocks and Currency Returns

    Mykola Babiak, Jozef Barunik · 2021 · advanced · time series

    asset pricing · foreign exchange

  3. Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events

    Allen, D.E., McAleer, M.J., Powell, R.J. · 2016 · advanced · time series

    garch · statistics · time series

  4. Volatility Spillover Effects in European Equity Markets

    Baele, L. · 2003 · advanced · time series

    econometrics · equity markets · time series

  5. Volatility Spillovers Across User-Generated Content and Stock Market Performance

    van Dieijen, M.J., Borah, A., Tellis, G.J. · 2016 · intermediate · time series

    garch · regression · time series

  6. Volatility Spillovers and Carbon Price in the Nordic Wholesale Electricity Markets

    Lyu, Chenyan, Do, Hung Xuan, Nepal, Rabindra · 2023 · advanced · time series

    econometrics · statistics · time series

  7. Volatility Spillovers and Causality of Carbon Emissions, Oil and Coal Spot and Futures for the EU and USA

    Chang, C-L., McAleer, M.J., Zuo, G. · 2017 · advanced · time series

    econometrics

  8. Volatility spillovers and heavy tails: a large t-Vector AutoRegressive approach

    Luca Barbaglia, Christophe Croux, Ines Wilms · 2017 · advanced · time series

    commodities · statistics · time series

  9. Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice

    Chang, C-L., Li, Y., McAleer, M.J. · 2015 · advanced · time series

    econometrics · statistical inference · time series

  10. Volatility Spillovers for Spot, Futures, and ETF Prices in Energy and Agriculture

    Chang, C-L., Liu, C-P., McAleer, M.J. · 2016 · advanced · time series

    commodities · econometrics · time series

  11. Volatility Spillovers from the Chinese Stock Market to Economic Neighbours

    Allen, D.E., McAleer, M.J., Amram, R. · 2011 · advanced · time series

    econometrics · garch · time series

  12. Volatility Strategies for Global and Country Specific European Investors

    Marie Brière, Jean-David Fermanian, Hassan Malongo · 2012 · intermediate · portfolio management

    equity markets · portfolio management · volatility trading

  13. Volatility Surface Reconstruction using Deep Learning under No-Arbitrage Constraints

    Pablo Rodriguez Manzi · 2026 · advanced · options

    deep learning · machine learning · neural networks · volatility surface

  14. Volatility Surfaces -Theory, Rules of Thumb, and Empirical Evidence

    John Hull, Toby Daglish, Wulin Suo · 2006

    S&P 500 options · derivatives markets · empirical asset pricing · factor models · implied volatility · no-arbitrage conditions

  15. Volatility Surfaces and Expected Option Returns

    Philipp Höfler · 2025

    cross-section of option returns · empirical asset pricing · equity options · expected returns · implied volatility surface · option pricing

  16. Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity

    Ben-zhang Yang, Jia Yue, Ming-hui Wang · 2018 · advanced · derivatives

    derivatives · jump processes · partial differential equations · stochastic processes

  17. Volatility time series modeling by single-qubit quantum circuit learning

    Tetsuya Takaishi · 2025 · intermediate · time series

    time series · volatility forecasting

  18. Volatility uncertainty quantification in a stochastic control problem applied to energy

    Francisco Bernal, Emmanuel Gobet, Jacques Printems · 2019 · advanced · derivatives

    numerical methods · partial differential equations

  19. Volatility-Induced Financial Growth

    Michael A.H. Dempster, Igor V. Evstigneev, Klaus R. Schenk-Hoppé · 2006 · advanced · portfolio management

    mathematical finance · portfolio management · stochastic processes

  20. Volatility-induced Growth in Financial Markets

    Igor Evstigneev, Klaus Reiner Schenk-Hoppé · 2003 · advanced · portfolio management

    portfolio management · stochastic processes

  21. Volatility-Induced Stationarity and Error-Correction in Macro-Finance Term Structure Modeling

    Anne Lundgaard Hansen · 2018 · advanced · fixed income

    econometrics · interest rates · term structure models · time series

  22. Volatility-Spillover E ffects in European Bond Markets

    Christiansen, Charlotte · 2003 · advanced · time series

    econometrics · fixed income · garch · time series

  23. Volatility-Volume Order Slicing via Statistical Analysis

    Ritwika Chattopadhyay, Abhishek Malichkar, Zhixuan Ren · 2024 · intermediate · quantitative trading

    monte carlo simulation

  24. Volatility, dark trading and market quality: evidence from the 2020 COVID-19 pandemic-driven market volatility

    Ibikunle, Gbenga, Rzayev, Khaladdin · 2020 · intermediate · quantitative trading

    market microstructure

  25. Volatility, valuation ratios, and bubbles: an empirical measure of market sentiment

    Gao, Can, Martin, Ian · 2021 · advanced · statistics

    asset pricing · equity markets · interest rates · option pricing

  26. VolTS: A Volatility-based Trading System to forecast Stock Markets Trend using Statistics and Machine Learning

    Ivan Letteri · 2023 · intermediate · quantitative trading

    algorithmic trading · backtesting · hypothesis testing · machine learning · time series

  27. Voluntary financial disclosure, the introduction of IFRS and long-term communication policy: An empirical test on French firms

    Hubert de La Bruslerie, Heger Gabteni · 2010 · intermediate · other

    regression · statistical inference

  28. Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions

    E. Babaei, I.V. Evstigneev, K.R. Schenk-Hoppé · 2018 · advanced · portfolio management

    mathematical finance · optimization · portfolio optimization · transaction costs

  29. Vulnerability of Currency Pegs: Evidence from Brazil

    Bernardo Guimaraes · 2008 · advanced · fixed income

    foreign exchange

  30. Vulnerability-CoVaR: Investigating the Crypto-market

    Martin Waltz, Abhay Kumar Singh, Ostap Okhrin · 2022 · advanced · risk management

    cryptocurrencies · systemic risk

  31. Vulnerable European and American Options in a Market Model with Optional Hazard Process

    Libo Li, Ruyi Liu, Marek Rutkowski · 2022 · advanced · options

    derivatives · option pricing · stochastic processes

  32. VWAP Execution with Signature-Enhanced Transformers: A Multi-Asset Learning Approach

    Remi Genet · 2025 · advanced · quantitative trading

    deep learning · machine learning · neural networks

  33. Walking a tightrope: financial regulation, climate change, and the transition to a low-carbon economy

    Demekas, Dimitri, Grippa, Pierpaolo · 2022 · intermediate · risk management

    risk management

  34. Wanted: A Test for FSD Optimality of a Given Portfolio

    Post, G.T. · 2005 · intermediate · portfolio management

    portfolio management

  35. Warp speed price moves: Jumps after earnings announcements

    Kim Christensen, Allan Timmermann, Bezirgen Veliyev · 2026 · advanced · statistics

    equity markets · jump processes · market efficiency · market microstructure

  36. Wartime Controls, Political Connections, and the Pricing of Zaibatsu Rents in Japan, 1930-1943

    Keiichi Morimoto, Akihiko Noda, Takenobu Yuki · 2026 · advanced · statistics

    asset pricing · econometrics · equity markets

  37. Was the U.S. Crisis a Financial Black-Hole?

    Romain Rancière, Aaron Tornell · 2011 · advanced · risk management

    credit markets

  38. Wasserstein Robust Market Making via Entropy Regularization

    Zhou Fang, Arie Israel · 2025 · advanced · quantitative trading

    convex optimization · market making · optimization

  39. Wasserstein-Barycentric Interaction Fields for Spatial Factor Models: Evidence from Language-Model Representations

    Marcus Gawronsky, Chun-Sung Huang · 2026 · advanced · statistics

    asset pricing · large language models · natural language processing

  40. Wasserstein-Kelly Portfolios: A Robust Data-Driven Solution to Optimize Portfolio Growth

    Jonathan Yu-Meng Li · 2023 · advanced · portfolio management

    optimization · portfolio management · portfolio optimization

  41. WaVeFuse: Regime-Adaptive Equity Index Forecasting via Channel-Wise Wavelet Denoising and Vertical Attention Fusion

    Aashish Bohra, Vivek Vijay · 2026 · advanced · time series

    deep learning · equity markets · financial machine learning · machine learning · neural networks · time series

  42. We’ve walked a million miles for one of these smiles

    CFM · 2012 · advanced · options

    derivatives · option pricing

  43. Weak convergence implies convergence in mean within GGC

    Hasanjan Sayit · 2024 · advanced · portfolio management

    mathematical finance · probability

  44. Weak error approximation for rough and Gaussian mean-reverting stochastic volatility models

    Aurélien Alfonsi, Ahmed Kebaier · 2026 · advanced · stochastic calculus

    numerical methods · rough volatility · stochastic calculus · stochastic differential equations · stochastic processes

  45. Weak error rates of numerical schemes for rough volatility

    Paul Gassiat · 2023 · advanced · stochastic calculus

    numerical methods · rough volatility · stochastic calculus · stochastic processes

  46. Wealth dynamics in a sentiment-driven market

    Mikhail Goykhman · 2017 · intermediate · quantitative trading

    quantitative trading

  47. Wealth Effects on World Private Financial Saving

    Ray C. Fair · 2014 · intermediate · time series

    econometrics · equity markets · financial economics · housing markets · regression · time series

  48. Wealth or Stealth? The Camouflage Effect in Insider Trading

    Jin Ma, Weixuan Xia, Jianfeng Zhang · 2025 · advanced · quantitative trading

    financial economics · liquidity

  49. Wealth redistribution in bubbles and crashes

    An, Li, Lou, Dong, Shi, Donghui · 2022 · intermediate · statistics

    equity markets · financial economics

  50. Wealth Selection in a Financial Market with Heterogeneous Agents

    Anufriev, M., Dindo, P.D.E. · 2007 · advanced · other

    asset pricing · financial economics