·Scientific Research
Current position:
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Scientific Research
Research Field
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Paper Publications
MORE+- [1] Jiang, H..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.2016,10(2):989-1018
- [2] Huang, L..A novel partial-linear single-index model for time series data.Computational Statistics and Data Analysis.2019,134:110-122
- [3] Huang, L..The consistency of model selection for dynamic semi-varying coefficient models with auto-correlated errors.Communications in Statistics – Theory and Methods.2019,48(3):549-558
- [4] Zhao, Z..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..Nonparametric Regression with Right-Censored Covariate via Conditional Density Function..Statistics in Medicine.2022,41:2025-2051
Patents
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Published Books
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