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A semiparametric conditional capital asset pricing model
Cai, Zongwu; Ren, Yu; Yang, Bingduo - In: Journal of banking & finance 61 (2015), pp. 117-126
Persistent link: https://www.econbiz.de/10011545159
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Pricing kernel estimation : a local estimating equation approach
Cai, Zongwu; Ren, Yu; Sun, Linman - In: Econometric theory 31 (2015) 3, pp. 560-580
Persistent link: https://www.econbiz.de/10011341909
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Pricing kernel estimation : a local estimating equation approach
Cai, Zongwu; Ren, Yu; Sun, Linman - In: Econometric theory 31 (2015) 3, pp. 560-580
Persistent link: https://www.econbiz.de/10011290889
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Consumption, aggregate wealth and expected stock returns : a fractional cointegration approach
Ren, Yu; Xie, Tian - In: Quantitative finance 18 (2018) 12, pp. 2101-2112
Persistent link: https://www.econbiz.de/10012262986
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Balanced predictive regressions
Ren, Yu; Tu, Yundong; Yi, Yanping - In: Journal of empirical finance 54 (2019), pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
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Parameter estimation in uncertain differential equations
Yao, Kai; Liu, Baoding - In: Fuzzy optimization and decision making : a journal of … 19 (2020) 1, pp. 1-12
Persistent link: https://www.econbiz.de/10012225042
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An inverse norm sign test of location parameter for high-dimensional data
Feng, Long; Liu, Binghui; Ma, Yanyuan - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 3, pp. 807-815
Persistent link: https://www.econbiz.de/10012587984
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Uncertain time series analysis with imprecise observations
Yang, Xiangfeng; Liu, Baoding - In: Fuzzy optimization and decision making : a journal of … 18 (2019) 3, pp. 263-278
Persistent link: https://www.econbiz.de/10012228647
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High-dimensional test for alpha in linear factor pricing models with sparse alternatives
Feng, Long; Lan, Wei; Liu, Binghui; Ma, Yanyuan - In: Journal of econometrics 229 (2022) 1, pp. 152-175
Persistent link: https://www.econbiz.de/10013441842
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Residual analysis and parameter estimation of uncertain differential equations
Liu, Yang; Liu, Baoding - In: Fuzzy optimization and decision making : a journal of … 21 (2022) 4, pp. 513-530
Persistent link: https://www.econbiz.de/10013431716