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Article

Chen, Jia orcid.org/0000-0002-2791-2486, Li, Degui orcid.org/0000-0001-6802-308X and Linton, Oliver (2019) A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables. Journal of Econometrics. ISSN 0304-4076

Chen, Jia orcid.org/0000-0002-2791-2486, Li, Degui orcid.org/0000-0001-6802-308X, Linton, Oliver et al. (1 more author) (2018) Semiparametric Ultra-High Dimensional Model Averaging of Nonlinear Dynamic Time Series. Journal of the American Statistical Association. pp. 919-932. ISSN 0162-1459

Chen, Jia orcid.org/0000-0002-2791-2486, Li, Degui orcid.org/0000-0001-6802-308X, Linton, Oliver et al. (1 more author) (2016) Semiparametric Dynamic Portfolio Choice with Multiple Conditioning Variables. Journal of Econometrics. pp. 309-318. ISSN 0304-4076

This list was generated on Sat Aug 17 19:28:03 2019 BST.