Markus Leippold

University of Zurich

4本站收录论文

779这些论文的被引

4本站 h 指数

6合作者

作者编号 A5073309846 · ORCID 0000-0001-5983-2360。统计只算本站收录的论文。

发表的论文4 篇，按出版时间

1
Machine learning in the Chinese stock marketJournal of Financial Economics2021589
2
Option-Implied Intrahorizon Value at RiskManagement Science201910
3
Inferring volatility dynamics and risk premia from the S&P 500 and VIX marketsJournal of Financial Economics2018158
4
Are Ratings the Worst Form of Credit Assessment Except for All the Others?Journal of Financial and Quantitative Analysis201822

按月发文

逐年被引

合作者

Elise Gourier1 篇 Qian Wang1 篇 Wenyu Zhou1 篇 Chris Bardgett1 篇 Nikola Vasiljević1 篇 Andreas Blöchlinger1 篇

研究主题和期刊

金融风险与机器学习1 实物期权与能源/绿色投资1 Journal of Financial Economics2 Management Science1 Journal of Financial and Quantitative Analysis1