Statistical Finance

Authors and titles for recent submissions

• Mon, 24 Aug 2026
• Fri, 21 Aug 2026
• Thu, 20 Aug 2026
• Wed, 19 Aug 2026
• Tue, 18 Aug 2026

See today's new changes

Mon, 24 Aug 2026 (showing 1 of 1 entries )

[1] arXiv:2608.20727 (cross-list from stat.ME) [pdf, html, other]

Title: A Multiscale Ball Test for Conditional Mean Independence

Simon Rudkin, Wanling Rudkin

Subjects: Methodology (stat.ME); Statistical Finance (q-fin.ST)

Fri, 21 Aug 2026 (showing 1 of 1 entries )

[2] arXiv:2608.20020 (cross-list from q-fin.MF) [pdf, html, other]

Title: The Reconfiguration Premium: Co-movement Structure as an Unspanned Dimension of the Variance Risk Premium

Lucas Carvalho

Comments: 33 pages, 10 figures, 16 tables. Replication code and data: this https URL

Subjects: Mathematical Finance (q-fin.MF); Pricing of Securities (q-fin.PR); Statistical Finance (q-fin.ST)

Thu, 20 Aug 2026

No updates for this time period.

Wed, 19 Aug 2026

No updates for this time period.

Tue, 18 Aug 2026 (showing 1 of 1 entries )

[3] arXiv:2608.14859 [pdf, html, other]

Title: Disclosed Human-Capital Disruption and Firm-Specific Risk

Ang Zhang

Comments: 50 pages

Subjects: Statistical Finance (q-fin.ST)