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Ultrahigh dimensional precision matrix estimation via refitted cross validation
Wang, Luheng
;
Chen, Zhao
;
Wang, Christina Dan
;
Li, Runze
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 118-130
Persistent link: https://www.econbiz.de/10012439399
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2
Asset selection based on high frequency Sharpe ratio
Wang, Christina Dan
;
Chen, Zhao
;
Lian, Yimin
;
Chen, Min
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 168-188
Persistent link: https://www.econbiz.de/10013441645
Saved in:
3
Hypothesis testing on high dimensional quantile regression
Chen, Zhao
;
Cheng, Vivian Xinyi
;
Liu, Xu
- In:
Journal of econometrics
238
(
2024
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015073776
Saved in:
4
Reprint: hypothesis testing on high dimensional quantile regression
Chen, Zhao
;
Cheng, Vivian Xinyi
;
Liu, Xu
- In:
Journal of econometrics
239
(
2024
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015074538
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