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Universal arbitrage-free estimation of state price density
Hu, Qi; Newton, David P. - In: The journal of derivatives : JOD 28 (2021) 3, pp. 35-59
Persistent link: https://www.econbiz.de/10012486030
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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
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Rank-based max-sum tests for mutual independence of high-dimensional random vectors
Wang, Hongfei; Liu, Binghui; Feng, Long; Ma, Yanyuan - In: Journal of econometrics 238 (2024) 1, pp. 1-21
Persistent link: https://www.econbiz.de/10015073817
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Uncertain hypothesis test with application to uncertain regression analysis
Ye, Tingqing; Liu, Baoding - In: Fuzzy optimization and decision making : a journal of … 21 (2022) 2, pp. 157-174
Persistent link: https://www.econbiz.de/10013186156
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A one-sided refined symmetrized data aggregation approach to robust mutual fund selection
Feng, Long; Liu, Binghui; Ma, Yanyuan - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 257-271
Persistent link: https://www.econbiz.de/10014449920