·Paper Publications
- [1] Jiang, H.,Saart, P..Xia, Y..Jiang, H., Saart, P. and Xia, Y. (2016). Asymmetric conditional correlations in stock returns. The Annals of Applied Statistics 10(2), 989-1018..The Annals of Applied Statistics,2016,(2):989-1018
- [2] Huang, L.,Wang, H..Jiang, H..A novel partial-linear single-index model for time series data.Computational Statistics and Data Analysis,2019,110-122
- [3] Huang, L.,Tian, H..Jiang, H..The consistency of model selection for dynamic semi-varying coefficient models with auto-correlated errors.Communications in Statistics – Theory and Methods,2019,(3):549-558
- [4] Zhao, Z.,Ledoit, O..Jiang, H..Risk Reduction and Efficiency Increase in Large Portfolios: Gross-Exposure Constraints and Shrinkage of the Covariance Matrix.Journal of Financial Econometrics (To appear),2021,
- [5] Jiang, H.,Huang, L..Xia, Y..Nonparametric Regression with Right-Censored Covariate via Conditional Density Function..Statistics in Medicine,2022,2025-2051
- [6] Wei, H.,Jiang, H.,Huang, L..Zhang, H..On the semi-varying coefficient dynamic panel data model with autocorrelated errors.Computational Statistics and Data Analysis,2022,
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