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Panel quantile GARCH models under homogeneity Journal article
Zhu, Q., Li, W., Zhang, W., Li, G.. Panel quantile GARCH models under homogeneity[J]. Under R&R for Journal of Business & Economic Statistics., 2025.
Authors:  Zhu, Q.;  Li, W.;  Zhang, W.;  Li, G.
Favorite |  | Submit date：2024/08/05
Homogeneity pursuit in clustered data analysis when cluster sizes are small Journal article
Sun, Y., Tan, L., Zhang, W., Zhu, Z.. Homogeneity pursuit in clustered data analysis when cluster sizes are small[J]. Under major revision for Journal of Business & Economic Statistics, 2025.
Authors:  Sun, Y.;  Tan, L.;  Zhang, W.;  Zhu, Z.
Favorite |  | Submit date：2024/08/05
A Time-Varying Network for Cryptocurrencies Journal article
Guo, Li, Wolfgang K. Härdle, Tao, Yubo. A Time-Varying Network for Cryptocurrencies[J]. Journal of Business and Economic Statistics, 2024, 42(2), 437-456.
Authors:  Guo, Li;  Wolfgang K. Härdle;  Tao, Yubo
Favorite | TC[WOS]:6 TC[Scopus]:2  IF:2.9/4.8 | Submit date：2022/11/12
Co-clustering  Community Detection  Covariates  Dynamic Stochastic Blockmodel  Network Risk  Momentum  
On Bivariate Time-Varying Price Staleness Journal article
ZHU Haibin, LIU Zhi. On Bivariate Time-Varying Price Staleness[J]. Journal of Business and Economic Statistics, 2024, 42(1), 229-242.
Authors:  ZHU Haibin;  LIU Zhi
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:2.9/4.8 | Submit date：2023/08/03
Joint Price Staleness  Market Liquidity  Price Staleness  Stable Convergence  
A synthetic regression model for large portfolio allocation Journal article
Li, G., Huang, L., Yang, J., Zhang, W.. A synthetic regression model for large portfolio allocation[J]. Journal of Business & Economic Statistics, 2022.
Authors:  Li, G.;  Huang, L.;  Yang, J.;  Zhang, W.
Favorite |   IF:2.9/4.8 | Submit date：2024/08/05
High dimensional dynamic covariance matrices with homogeneous structure Journal article
Ke, Y., Lian, H., Zhang, W.. High dimensional dynamic covariance matrices with homogeneous structure[J]. Journal of Business & Economic Statistics, 2022.
Authors:  Ke, Y.;  Lian, H.;  Zhang, W.
Favorite |   IF:2.9/4.8 | Submit date：2024/08/05
Estimation and inference for multi-kink quantile regression Journal article
Zhong, W., Wan, C., Zhang, W.. Estimation and inference for multi-kink quantile regression[J]. Journal of Business & Economic Statistics, 2022.
Authors:  Zhong, W.;  Wan, C.;  Zhang, W.
Favorite |   IF:2.9/4.8 | Submit date：2024/08/05
Spatial Modeling Approach for Dynamic Network Formation and Interactions Journal article
Xiaoyi Han, Chih-Sheng Hsieh, Stanley I. M. Ko. Spatial Modeling Approach for Dynamic Network Formation and Interactions[J]. JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2019, 39(1), 120-135.
Authors:  Xiaoyi Han;  Chih-Sheng Hsieh;  Stanley I. M. Ko
Favorite | TC[WOS]:8 TC[Scopus]:8  IF:2.9/4.8 | Submit date：2019/11/11
Spatial Dynamic Panel Data Model  Latent Variable  Peer Effects  Bayesian  Dynamic Network Formation  
On the Estimation of Integrated Volatility With Jumps and Microstructure Noise Journal article
Jing B.-Y., Liu Z., Kong X.-B.. On the Estimation of Integrated Volatility With Jumps and Microstructure Noise[J]. Journal of Business and Economic Statistics, 2014, 32(3), 457-467.
Authors:  Jing B.-Y.;  Liu Z.;  Kong X.-B.
Favorite | TC[WOS]:39 TC[Scopus]:40 | Submit date：2019/02/14
Central Limit Theorem  High Frequency Data  Quadratic Variation  Semimartingale