| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
A generalized knockoff procedure for FDR control in structural change detection
|
Liu, Jingyuan
|
|
|
239 |
2 |
p.
|
artikel
|
| 2 |
A latent class Cox model for heterogeneous time-to-event data
|
Pei, Youquan
|
|
|
239 |
2 |
p.
|
artikel
|
| 3 |
A Multi-Kink quantile regression model with common structure for panel data analysis
|
Sun, Yan
|
|
|
239 |
2 |
p.
|
artikel
|
| 4 |
An autocovariance-based learning framework for high-dimensional functional time series
|
Chang, Jinyuan
|
|
|
239 |
2 |
p.
|
artikel
|
| 5 |
A post-screening diagnostic study for ultrahigh dimensional data
|
Zhang, Yaowu
|
|
|
239 |
2 |
p.
|
artikel
|
| 6 |
Asset splitting algorithm for ultrahigh dimensional portfolio selection and its theoretical property
|
Cai, Zhanrui
|
|
|
239 |
2 |
p.
|
artikel
|
| 7 |
Bipartite network influence analysis of a two-mode network
|
Wu, Yujia
|
|
|
239 |
2 |
p.
|
artikel
|
| 8 |
Data science in economics and finance: Introduction
|
Cattaneo, Matias D.
|
|
|
239 |
2 |
p.
|
artikel
|
| 9 |
Dynamic modeling for multivariate functional and longitudinal data
|
Hao, Siteng
|
|
|
239 |
2 |
p.
|
artikel
|
| 10 |
Editorial Board
|
|
|
|
239 |
2 |
p.
|
artikel
|
| 11 |
High frequency market making: The role of speed
|
Aït-Sahalia, Yacine
|
|
|
239 |
2 |
p.
|
artikel
|
| 12 |
Inference on the best policies with many covariates
|
Wei, Waverly
|
|
|
239 |
2 |
p.
|
artikel
|
| 13 |
Inferential theory for generalized dynamic factor models
|
Barigozzi, Matteo
|
|
|
239 |
2 |
p.
|
artikel
|
| 14 |
Mining the factor zoo: Estimation of latent factor models with sufficient proxies
|
Wan, Runzhe
|
|
|
239 |
2 |
p.
|
artikel
|
| 15 |
Mixed membership estimation for social networks
|
Jin, Jiashun
|
|
|
239 |
2 |
p.
|
artikel
|
| 16 |
Optimal covariance matrix estimation for high-dimensional noise in high-frequency data
|
Chang, Jinyuan
|
|
|
239 |
2 |
p.
|
artikel
|
| 17 |
Power enhancement for testing multi-factor asset pricing models via Fisher’s method
|
Yu, Xiufan
|
|
|
239 |
2 |
p.
|
artikel
|
| 18 |
Realized regression with asynchronous and noisy high frequency and high dimensional data
|
Chen, Dachuan
|
|
|
239 |
2 |
p.
|
artikel
|
| 19 |
Reprint: Hypothesis testing on high dimensional quantile regression
|
Chen, Zhao
|
|
|
239 |
2 |
p.
|
artikel
|
| 20 |
Reprint: Statistical inference for linear mediation models with high-dimensional mediators and application to studying stock reaction to COVID-19 pandemic
|
Guo, Xu
|
|
|
239 |
2 |
p.
|
artikel
|
| 21 |
Retire: Robust expectile regression in high dimensions
|
Man, Rebeka
|
|
|
239 |
2 |
p.
|
artikel
|
| 22 |
Robustifying Markowitz
|
Petukhina, Alla
|
|
|
239 |
2 |
p.
|
artikel
|
| 23 |
Spherical autoregressive models, with application to distributional and compositional time series
|
Zhu, Changbo
|
|
|
239 |
2 |
p.
|
artikel
|
| 24 |
Stock co-jump networks
|
Ding, Yi
|
|
|
239 |
2 |
p.
|
artikel
|
| 25 |
Testing equality of several distributions in separable metric spaces: A maximum mean discrepancy based approach
|
Zhang, Jin-Ting
|
|
|
239 |
2 |
p.
|
artikel
|
| 26 |
Testing specification of distribution in stochastic frontier analysis
|
Cheng, Ming-Yen
|
|
|
239 |
2 |
p.
|
artikel
|
| 27 |
The nonparametric Box–Cox model for high-dimensional regression analysis
|
Zhou, He
|
|
|
239 |
2 |
p.
|
artikel
|
| 28 |
Time-varying minimum variance portfolio
|
Fan, Qingliang
|
|
|
239 |
2 |
p.
|
artikel
|
| 29 |
Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective
|
Wang, Weichen
|
|
|
239 |
2 |
p.
|
artikel
|
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