smq/directoryAn evolving quant resource archive

Browse / Research papers

Quant finance research papers

9383 research papers selected for learning quantitative finance. Highlighted picks come first. Showing 3051–3100; page 62 of 188.

  1. Estimating Covariance for Global Minimum Variance Portfolio: A Decision-Focused Learning Approach

    Juchan Kim, Inwoo Tae, Yongjae Lee · 2025 · advanced · portfolio management

    machine learning · optimization · portfolio optimization

  2. Estimating Dynamic Equilibrium Models using Macro and Financial Data

    Bent Jesper Christensen, Olaf Posch, Michel van der Wel · 2011 · advanced · statistics

    econometrics · statistical inference · time series

  3. Estimating Exchange Rate Equations Using Estimated Expectations

    Ray C. Fair · 2008 · advanced · time series

    econometrics · foreign exchange · time series

  4. Estimating Factor-Based Spot Volatility Matrices with Noisy and Asynchronous High-Frequency Data

    Li, D., Linton, O. B., Zhang, H. · 2024 · advanced · time series

    econometrics · statistics

  5. Estimating Global Investor Views with Reverse Optimization

    Two Sigma · 2020 · intermediate · portfolio management

    portfolio management

  6. Estimating High-Frequency Based (Co-) Variances: A Unified Approach

    Ingmar Nolte, Valeri Voev · 2008 · advanced · statistics

    econometrics · market microstructure · statistics

  7. Estimating long memory in volatility

    Clifford M. Hurvich, Eric Moulines, Philippe Soulier · 2005 · advanced · time series

    statistical inference · statistics · time series

  8. Estimating Multivariate Volatility Models Equation by Equation

    Christian Francq, Jean-Michel Zakoïan · 2016 · advanced · time series

    garch · time series

  9. Estimating Nominal Interest Rate Expectations: Overnight Indexed Swaps and the Term Structure

    Lloyd, S. P. · 2017 · advanced · fixed income

    fixed income · interest rates · term structure models

  10. Estimating Operational Risk for Hedge Funds: The ?-Score

    Stephen Brown, William Goetzmann, Bing Liang · 2009 · advanced · risk management

    hedge funds · statistics

  11. Estimating Private Equity Returns from Limited Partner Cash Flows

    Andrew Ang, Bingxu Chen, William Nelson Goetzmann · 2018 · advanced · statistics

    time series

  12. Estimating quadratic variation using realised volatility

    Ole E. Barndorff-Nielsen, Neil Shephard · 2001 · advanced · statistics

    stochastic processes

  13. Estimating real-world probabilities: A forward-looking behavioral framework

    Ricardo Crisóstomo · 2020 · advanced · derivatives

    behavioral finance

  14. Estimating Stochastic Discount Factor Models with Hidden Regimes: Applications to Commodity Pricing

    Marta Giampietro, Massimo Guidolin, Manuela Pedio · 2017 · advanced · statistics

    asset pricing · commodities · statistical inference

  15. Estimating Stochastic Volatility Models using Prediction-based Estimating Functions

    Asger Lunde, Anne Floor Brix · 2013 · advanced · statistics

    monte carlo simulation · statistical inference

  16. Estimating structural bond pricing models via simulated maximum likelihood

    Bruche, Max · 2005 · advanced · fixed income

    credit risk · fixed income · monte carlo simulation · statistical inference

  17. Estimating Systemic Risk within Financial Networks: A Two-Step Nonparametric Method

    Weihuan Huang · 2023 · advanced · risk management

    financial networks · statistical inference · systemic risk

  18. Estimating the Correlation of International Equity Markets with Multivariate Extreme and Garch models

    Bekiros, S., Georgoutsos, D. · 2006 · advanced · time series

    equity markets · extreme value theory · garch · tail risk

  19. Estimating the Hurst parameter from the zero vanna implied volatility and its dual

    Elisa Alos, Frido Rolloos, Kenichiro Shiraya · 2025 · advanced · options

    options

  20. Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX

    Ishida, I., McAleer, M.J., Oya, K. · 2011 · advanced · statistics

    statistical inference · stochastic processes

  21. Estimating the Risk-Return Trade-Off With Overlapping Data Inference

    Esben Hedegaard, Robert J. Hodrick · 2014 · advanced · statistics

    asset pricing · capm · econometrics · statistical inference

  22. Estimating the Spot Covariation of Asset Prices – Statistical Theory and Empirical Evidence

    Markus Bibinger, Nikolaus Hautsch, Peter Malec · 2014 · advanced · statistics

    econometrics · stochastic processes

  23. Estimating the Stochastic Discount Factor from Option Prices and Predicting the Equity Premium

    Kenichiro Shiraya, Tomohisa Yamakami, Akira Yamazaki · 2026 · advanced · statistics

    asset pricing · option pricing

  24. Estimating Time-Varying Factor Exposures (Corrected October 2017)

    Andrew Ang, Ananth Madhavan, Aleksander Sobczyk · 2017 · intermediate · portfolio management

    factor investing · mutual funds · performance attribution

  25. Estimating Yield Curves by Kernel Smoothing Methods

    Oliver Linton, E. Mammen, J. Nielsen · 1998 · intermediate · fixed income

    fixed income · interest rates · statistics

  26. Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice

    Laurent A. F. Callot, Anders B. Kock, Marcelo C. Medeiros · 2014 · advanced · time series

    regression · time series

  27. Estimation and Inference in Semiparametric Quantile Factor Models

    Ma, S., Linton, O., Gao, J. · 2019 · advanced · statistics

    econometrics · panel data · statistical inference

  28. Estimation of a Joint Model for the Term Structure of Interest Rates and the Macroeconomy

    Hans Dewachter, Marco Lyrio, Konstantijn Maes · 2001 · advanced · fixed income

    econometrics · fixed income · interest rates · term structure models

  29. Estimation of a Multiplicative Covariance Structure in the Large Dimensional Case

    Hafner, C. M., Linton, O. · 2016 · advanced · statistics

    statistical inference · statistics

  30. Estimation of an Order Book Dependent Hawkes Process for Large Datasets

    Luca Mucciante, Alessio Sancetta · 2023 · advanced · quantitative trading

    algorithms · high frequency trading · statistical inference · stochastic processes

  31. Estimation of bid-ask spreads in the presence of serial dependence

    Xavier Brouty, Matthieu Garcin, Hugo Roccaro · 2024 · advanced · quantitative trading

    market microstructure · statistical inference · stochastic processes

  32. Estimation of growth in fund models

    Constantinos Kardaras, Hyeng Keun Koo, Johannes Ruf · 2022 · advanced · portfolio management

    bayesian statistics · portfolio optimization · statistical inference

  33. Estimation of Large Financial Covariances: A Cross-Validation Approach

    Vincent Tan, Stefan Zohren · 2020 · advanced · portfolio management

    statistics · time series

  34. Estimation of latent factors for high-dimensional time series

    Lam, Clifford, Yao, Qiwei, Bathia, Neil · 2011 · advanced · time series

    statistics · time series

  35. Estimation of Nonlinear Exchange Rate Dynamics in Evolving Regimes

    Jeffrey Frankel · 2023 · advanced · time series

    econometrics · statistical inference · time series

  36. Estimation of partial differential equations with applications in finance

    Kristensen, Dennis · 2004 · advanced · statistics

    asset pricing · option pricing · partial differential equations · statistical inference

  37. Estimation of Spectral Risk Measure for Left Truncated and Right Censored Data

    Suparna Biswas, Rituparna Sen · 2024 · advanced · risk management

    insurance · monte carlo simulation · statistical inference · statistics

  38. Estimation of Stochastic Volatility Models by Nonparametric Filtering

    Shin Kanaya, Dennis Kristensen · 2010 · advanced · statistics

    statistical inference · stochastic processes

  39. Estimation of tail risk measures in finance: Approaches to extreme value mixture modeling

    Yujuan Qiu · 2024 · advanced · risk management

    extreme value theory · garch · time series

  40. Estimation of the Adjusted Standard-deviatile for Extreme Risks

    Haoyu Chen, Tiantian Mao, Fan Yang · 2024 · advanced · risk management

    extreme value theory · statistical inference · statistics

  41. Estimation of the Long-Memory Stochastic Volatility Model Parameters that is Robust to Level Shifts and Deterministic Trends

    Adam McCloskey · 2012 · advanced · time series

    econometrics · statistical inference · stochastic processes · time series

  42. Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps

    Mark Podolskij, Mathias Vetter · 2007 · advanced · statistics

    market microstructure · statistics · stochastic processes

  43. Estimation of Volatility Functions in Jump Diffusions Using Truncated Bipower Increments

    Kim, Jihyun, Park, Joon, Wang, Bin · 2020 · advanced · statistics

    jump processes · statistics

  44. ETF construction on CRIX

    Konstantin Häusler · 2022 · intermediate · portfolio management

    cryptocurrencies · exchange traded funds · transaction costs

  45. EUR-USD Exchange Rate Forecasting Based on Information Fusion with Large Language Models and Deep Learning Methods

    Hongcheng Ding, Xuanze Zhao, Ruiting Deng · 2024 · advanced · machine learning

    deep learning · financial machine learning · foreign exchange · large language models · natural language processing

  46. Eurobond underwriter spreads

    Esho, Neil, Kollo, Michael G., Sharpe, Ian G. · 2004 · intermediate · fixed income

    corporate finance · fixed income

  47. Europe’s ‘New’ Stock Markets

    Laura Bottazzi, Marco Da Rin · intermediate · other

    capital structure · corporate finance · equity markets · financial economics

  48. European banks and Fed liquidity facilities during the Global Financial Crisis: Good news for the bad and bad news for the good

    Hervé Alexandre, Catherine Refait-Alexandre, Larry D Wall · 2024 · intermediate · risk management

    banking · credit risk

  49. European Equity Markets and EMU: Are the Differences Between Countries Slowly Disappearing?

    K. Rouwenhorst · 2000 · intermediate · statistics

    equity markets · financial economics

  50. European Financial Ecosystems. Comparing France, Sweden, UK, and Italy

    Stefano Caselli, Marta Zava · 2025 · intermediate · other

    equity markets · financial economics