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JEL: C53 - Forecasting and Prediction Methods; Simulation Methods
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Journal Article

Bond Risk Premiums with Machine Learning Get access

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Daniele Bianchi and others
The Review of Financial Studies, Volume 34, Issue 2, February 2021, Pages 1046–1089, https://doi.org/10.1093/rfs/hhaa062
Published: 25 May 2020
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Testing for Multiple-Horizon Predictability: Direct Regression Based versus Implication Based Get access

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Ke-Li Xu
The Review of Financial Studies, Volume 33, Issue 9, September 2020, Pages 4403–4443, https://doi.org/10.1093/rfs/hhz135
Published: 11 November 2019
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Option Pricing of Earnings Announcement Risks Get access

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Andrew Dubinsky and others
The Review of Financial Studies, Volume 32, Issue 2, February 2019, Pages 646–687, https://doi.org/10.1093/rfs/hhy060
Published: 22 May 2018
Journal Article

Risk Everywhere: Modeling and Managing Volatility

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Tim Bollerslev and others
The Review of Financial Studies, Volume 31, Issue 7, July 2018, Pages 2729–2773, https://doi.org/10.1093/rfs/hhy041
Published: 22 May 2018