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A new method for estimating Sharpe ratio function via local maximum likelihood 期刊论文
JOURNAL OF APPLIED STATISTICS, 2022, 页码: 19
作者:  Xu, Wenchao;  Lin, Hongmei;  Tong, Tiejun;  Zhang, Riquan
收藏  |  浏览/下载：4/0  |  提交时间：2023/02/07
Analysis of air quality spatial spillover effect caused by transportation infrastructure 期刊论文
TRANSPORTATION RESEARCH PART D-TRANSPORT AND ENVIRONMENT, 2022, 卷号: 108, 页码: 16
作者:  Guo, Yujing;  Lu, Quanying;  Wang, Shubin;  Wang, Quanjing
收藏  |  浏览/下载：4/0  |  提交时间：2023/02/07
Asset selection based on high frequency Sharpe ratio 期刊论文
JOURNAL OF ECONOMETRICS, 2022, 卷号: 227, 期号: 1, 页码: 168-188
作者:  Wang, Christina Dan;  Chen, Zhao;  Lian, Yimin;  Chen, Min
收藏  |  浏览/下载：18/0  |  提交时间：2022/04/29
Evaluation and Spatial-Temporal Difference Analysis of Urban Water Resource Utilization Efficiency Based on Two-Stage DEA Model 期刊论文
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2021, 页码: 15
作者:  Xie, Qiwei;  Ma, Hewen;  Zheng, Xiaolong;  Wang, Xiao;  Wang, Fei-Yue
收藏  |  浏览/下载：33/0  |  提交时间：2022/01/27
Direct local linear estimation for Sharpe ratio function 期刊论文
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE, 2021, 页码: 23
作者:  Lin, Hongmei;  Tong, Tiejun;  Wang, Yuedong;  Xu, Wenchao;  Zhang, Riquan
收藏  |  浏览/下载：11/0  |  提交时间：2022/04/02
China's CO2 emission intensity and its drivers: An evolutionary Geo-Tree approach 期刊论文
RESOURCES CONSERVATION AND RECYCLING, 2021, 卷号: 171, 页码: 12
作者:  Zhou, Yannan;  Poon, Jessie;  Yang, Yu
收藏  |  浏览/下载：18/0  |  提交时间：2021/08/19
Model averaging prediction for time series models with a diverging number of parameters 期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 223, 期号: 1, 页码: 190-221
作者:  Liao, Jun;  Zou, Guohua;  Gao, Yan;  Zhang, Xinyu
收藏  |  浏览/下载：26/0  |  提交时间：2021/10/26
Time-varying model averaging? 期刊论文
JOURNAL OF ECONOMETRICS, 2021, 卷号: 222, 期号: 2, 页码: 974-992
作者:  Sun, Yuying;  Hong, Yongmiao;  Lee, Tae-Hwy;  Wang, Shouyang;  Zhang, Xinyu
收藏  |  浏览/下载：47/0  |  提交时间：2021/06/01
Model averaging based on generalized method of moments 期刊论文
ECONOMICS LETTERS, 2021, 卷号: 200, 页码: 5
作者:  Wang, Weiwei;  Zhang, Qi;  Zhang, Xinyu;  Li, Xinmin
收藏  |  浏览/下载：37/0  |  提交时间：2021/04/26
Exploring evolution trends in cryptocurrency study: From underlying technology to economic applications 期刊论文
FINANCE RESEARCH LETTERS, 2021, 卷号: 38, 页码: 8
作者:  Jiang, Shangrong;  Li, Xuerong;  Wang, Shouyang
收藏  |  浏览/下载：16/0  |  提交时间：2021/04/26

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