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
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
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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