List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Feature-splitting algorithms for ultrahigh dimensional quantile regression Journal of Econometrics | 2025-06-19 | Paper |
| Asset selection based on high frequency Sharpe ratio Journal of Econometrics | 2022-03-16 | Paper |
| Ultrahigh dimensional precision matrix estimation via refitted cross validation Journal of Econometrics | 2020-02-17 | Paper |
| Nonlinear least squares estimation of Log-ACD models Acta Mathematicae Applicatae Sinica. English Series | 2018-09-18 | Paper |
| The estimation of leverage effect with high-frequency data Journal of the American Statistical Association | 2017-08-04 | Paper |
Research outcomes over time
This page was built for person: Christina Dan Wang
