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Asset selection based on high frequency Sharpe ratio 期刊论文
JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188
作者:  Wang, Christina Dan;  Chen, Zhao;  Lian, Yimin;  Chen, Min
收藏  |  浏览/下载:151/0  |  提交时间:2022/04/29
Asset selection  High frequency Sharpe ratio  Ultrahigh dimensional  Serial correlation  Sure screening property  
Eddy heat exchange at the boundary under white noise turbulence 期刊论文
PHILOSOPHICAL TRANSACTIONS OF THE ROYAL SOCIETY A-MATHEMATICAL PHYSICAL AND ENGINEERING SCIENCES, 2022, 卷号: 380, 期号: 2219, 页码: 13
作者:  Flandoli;  Galeati, L;  Luo, DJ
收藏  |  浏览/下载:181/0  |  提交时间:2023/03/14
turbulence  eddy diffusion  vortex patch  covariance matrix  Dirichlet boundary condition  first eigenvalue  
A semiparametric additive rate model for a modulated renewal process 期刊论文
LIFETIME DATA ANALYSIS, 2018, 卷号: 24, 期号: 4, 页码: 675-698
作者:  Chen, Xin;  Ding, Jieli;  Sun, Liuquan
收藏  |  浏览/下载:193/0  |  提交时间:2019/03/05
Additive rate model  Block bootstrap  Estimating equation  Mixing condition  Modulated renewal process  Recurrent event data