The following pages link to Bo Zhang (Q638363):
Displaying 24 items.
- Martingale property and capacity under \(G\)-framework (Q638364) (← links)
- Estimation of dynamic mixed double factors model in high-dimensional panel data (Q781313) (← links)
- Evaluating the hedging error in price processes with jumps present (Q896579) (← links)
- Martingale characterization of \(G\)-Brownian motion (Q1001847) (← links)
- Stochastic regression and its application to hedging in finance (Q1042957) (← links)
- Dynamical memory control based on projection technique for online regression (Q1955472) (← links)
- Grouped spatial autoregressive model (Q2101387) (← links)
- Crawling subsampling for multivariate spatial autoregression model in large-scale networks (Q2233551) (← links)
- High-dimensional generalized linear models incorporating graphical structure among predictors (Q2326055) (← links)
- Optimal portfolio of safety-first models (Q2390455) (← links)
- (Q2784992) (← links)
- (Q2824891) (← links)
- A Girsanov Type Theorem Under G-Framework (Q3005153) (← links)
- Dynamics of Intraday Serial Correlation in China's Stock Market (Q3102911) (← links)
- (Q3109646) (← links)
- (Q3129896) (← links)
- Intraday Serial Correlation,Volatility, and Jump: Evidence from China's Stock Market (Q3178528) (← links)
- (Q3374237) (← links)
- (Q3378563) (← links)
- Risky asset pricing based on safety first fund management (Q3395744) (← links)
- On a Class of Quadratic Growth RBSDE with Jumps and Its Application (Q3396377) (← links)
- NON‐PARAMETRIC ESTIMATION OF HIGH‐FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS (Q5176864) (← links)
- Automatic, dynamic, and nearly optimal learning rate specification via local quadratic approximation (Q6054924) (← links)
- Subsampling spectral clustering for stochastic block models in large-scale networks (Q6071693) (← links)
