Jiahe Lin

Available identifiers

zbMath Open lin.jiaheMaRDI QIDQ2834470

List of research outcomes

Publication	Date of Publication	Type
Do price trajectory data increase the efficiency of market impact estimation?	2024-08-14	Paper
System Identification of High-Dimensional Linear Dynamical Systems With Serially Correlated Output Noise Components	2022-09-23	Paper
Regularized estimation of high-dimensional factor-augmented vector autoregressive (FAVAR) models	2020-10-05	Paper
Regularized estimation and testing for high-dimensional multi-block vector-autoregressive models	2018-04-17	Paper
Penalized maximum likelihood estimation of multi-layered Gaussian graphical models	2016-11-22	Paper

Research outcomes over time

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