聚焦美联储-捕捉异质性:隐含波动率预测的机器学习方法(英)-2026。Please cite this paper as:Kim, Hyung Joo, and Dong Hwan Oh (2026). “Capturing Heterogeneity: Machine Learning Approaches to Implied Volatility Forecasting,” Finance and Economics Discussion Series 2026-049. Washington: Board of Governors of the Federal Reserve System,。
聚焦美联储-捕捉异质性:隐含波动率预测的机器学习方法(英)-2026。Please cite this paper as:Kim, Hyung Joo, and Dong Hwan Oh (2026). “Capturing Heterogeneity: Machine Learning Approaches to Implied Volatility Forecasting,” Finance and Economics Discussion Series 2026-049. Washington: Board of Governors of the Federal Reserve System,。
聚焦美联储-捕捉异质性:隐含波动率预测的机器学习方法(英)-2026。Please cite this paper as:Kim, Hyung Joo, and Dong Hwan Oh (2026). “Capturing Heterogeneity: Machine Learning Approaches to Implied Volatility Forecasting,” Finance and Economics Discussion Series 2026-049. Washington: Board of Governors of the Federal Reserve System,。
覆盖 2026 年,全文共 53 页。
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重点分析了美联储、捕捉异质性、隐含波动率预测的机器学习方法等议题。