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Analysis of rounded data from dependent sequences
Zhang, Baoxue; Liu, Tianqing; Bai, Z. D. - In: Annals of the Institute of Statistical Mathematics : AISM 62 (2010) 6, pp. 1143-1174
Persistent link: https://www.econbiz.de/10008707105
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Random rounded integer-valued autoregressive conditional heteroskedastic process
Liu, Tianqing; Yuan, Xiaohui - In: Statistical papers 54 (2013) 3, pp. 645-683
Persistent link: https://www.econbiz.de/10010139154
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Estimation of varying coefficient models with time trend and integrated regressors
Li, Kunpeng; Li, Weiming - In: Economics letters 119 (2013) 1, pp. 89-93
Persistent link: https://www.econbiz.de/10010092307
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The performance of commodity trading advisors: A mean-variance-ratio test approach
Bai, Zhidong; Phoon, Kok Fai; Wang, Keyan; Wong, Wing-Keung - In: The North American journal of economics and finance : a … 25 (2013), pp. 188-201
Persistent link: https://www.econbiz.de/10010134049
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ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY
Bai, Zhidong; Liu, Huixia; Wong, Wing-Keung - In: Mathematical finance : an international journal of … 19 (2009) 4, pp. 639-668
Persistent link: https://www.econbiz.de/10008322209
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Test statistics for prospect and Markowitz stochastic dominances with applications
Bai, Zhidong; Li, Hua; Liu, Huixia; Wong, Wing‐Keung - In: The econometrics journal 14 (2011) 2, pp. 278-304
Persistent link: https://www.econbiz.de/10009136248