Thomas W. C. Chan

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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!

PublicationDate of PublicationType
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: applications for financial risk management
Journal of Econometrics
2022-03-16Paper
Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions
Computational Statistics and Data Analysis
2020-06-16Paper


Research outcomes over time


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