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- Considering momentum spillover effects via graph neural network in option pricing
- Yao Wang, Jingmei Zhao, Qing Li and Xiangyu Wei
- Journal of Futures Markets from John Wiley & Sons, Ltd.
- Journal of Futures Markets from John Wiley & Sons, Ltd.
RePEc statistics are gathered once a month from the participating services. The statistics show abstract views at the RePEc services and file downloads originated from the RePEc services.
| Month | Downloads | Abstract Views |
|---|---|---|
| 2024-05 | 0 | 0 |
| 2024-06 | 0 | 0 |
| 2024-07 | 0 | 0 |
| 2024-08 | 1 | 3 |
| 2024-09 | 1 | 1 |
| 2024-10 | 0 | 3 |
| 2024-11 | 0 | 1 |
| 2024-12 | 1 | 1 |
| 2025-01 | 0 | 1 |
| 2025-02 | 1 | 4 |
| 2025-03 | 0 | 3 |
| 2025-04 | 1 | 1 |
| 2025-05 | 0 | 1 |
| 2025-06 | 0 | 1 |
| 2025-07 | 0 | 1 |
| 2025-08 | 0 | 3 |
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