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1、The economic determinants of RV 波动率的经济决定因素：大宗商品供给的季节性、到期时间以及存货水平 Anderson and Danthine (1983) hypothesize that the key determinant of volatility is the time at which the production uncertainty is resolved.The uncertainty resolution is seasonal, for ins.

1、The Cross Section of MBS Returns抵押贷款支持证券(MBS)横截面收益 We present a simple, linear asset pricing model of the cross section of Mortgage-Backed Security (MBS) returns. MBS earn risk premia as compensation for their exposure to prepayment risk. We measure pr.

1、Introduction The variances and covariances of stock returns vary over time (e.g. Andersen et al., 2005). As a result, many important financial applications require a model of the conditional covariance matrix. Three distinct categories of methods for es

转载自： 搞定文献综述写作，只需掌握这四个关键点就能盘它！ (qq.com)https://mp.weixin.qq.com/s/uKTGILntnktGajZ6e5cGtw 1、Coverage丨Analysis丨Interpretation Coverage 围绕研究主题，对数据库以及相关引文进行全面细致的介绍。 Analysis 一篇好的文献综述不仅会告诉读者关于这个话题现有的研究及相关性，还会告诉读者它的意义、含义及局限性，为将今后的研究指向有益的方向。 将该研究方向抽丝剥茧，概括

0、摘要 In this paper, we extract the qualitative information from crude oil news headlines, and develop a novel VMD- BiLSTM model with investor sentiment indicator for crude oil forecasting. 本文中，我们提取了原油新闻标题的定性信息，develop a novel VMD-BiLSTM模型进行原油价格预测。 Firs