Renjie Lu

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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
Sparse vector error correction models with application to cointegration‐based trading
Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics
2023-10-05Paper
Buffered vector error-correction models: an application to the U.S. Treasury bond rates
Studies in Nonlinear Dynamics & Econometrics
2023-04-27Paper
Smooth buffered autoregressive time series models
Journal of Statistical Planning and Inference
2020-02-28Paper


Research outcomes over time


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