PhD in Statistics
The University of Chicago, 2008
Article
High dimensional minimum variance portfolio estimation under statistical factor models
Article
On the maximal displacement of near-critical branching random walks
Article
Testing High-Dimensional Covariance Matrices under the Elliptical Distribution and Beyond
Article
Approaching Mean-Variance Efficiency for Large Portfolios
Article
Estimating the integrated volatility with tick observations
Article
Article
Comment on: Limit of Random Measures Associated with the Increments of a Brownian Semimartingale
Article
On the Maximal Displacement of Subcritical Branching Random Walks
Article
Statistical Properties of Microstructure Noise
Article
A phase transition for measure-valued SIR epidemic processes
Article
Realized Volatility When Sampling Times are Possibly Endogenous
Article
Article
Volatility inference in the presence of both endogenous time and microstructure noise
Article
Article
Comment on: Limit of Random Measures Associated with the Increments of a Brownian Semimartingale
Article
On the Maximal Displacement of Subcritical Branching Random Walks
Article
Statistical Properties of Microstructure Noise
Article
A phase transition for measure-valued SIR epidemic processes
Article
Realized Volatility When Sampling Times are Possibly Endogenous
Article
Article
Volatility inference in the presence of both endogenous time and microstructure noise
Article
No Publications |
DBAP5020 | Applied Statistics and Regression |
ISOM4530 | Statistical Analysis of Financial Data in R/S-plus |
ISOM5630 | Business Analytics in R |
DBAP5020 | Applied Statistics and Regression |
No Teaching Assignments |
No Teaching Assignments |
No Teaching Assignments |
No Teaching Assignments |
CHEN, Leheng
(co-supervision)
Operations Management
LI, Juncheng
Operations Management
HUANG, Ruizhao
Operations Management
LIU, Guoli
(co-supervision)
Operations Management( Completed in 2023 )
CHEN, Leheng
(co-supervision)
Operations Management( Completed in 2022 )
LI, Juncheng
Operations Management( Completed in 2021 )
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