| 2025-03 |
台灣通膨率預測：運用大數據資料分析 |
article |
web page(198) |
| 2025-02 |
State-Dependent Local Projections – the Dynamic Effects of Regime Transitions |
article |
web page(356) |
| 2025-01 |
Estimation of the Local Conditional Tail Average Treatment Effect |
article |
web page(414) |
| 2024-05 |
台灣通膨率預測：運用大數據資料分析 |
report |
web page(327) |
| 2022-03 |
Forecasting Expected Shortfall and Value-at-risk with Realized Variance Measures and the FZ Loss |
article |
web page(593) |
| 2021-01 |
An attention algorithm for solving large scale structured L0-norm penalty estimation problems |
article |
web page(553) |
| 2020-11 |
The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses |
article |
pdf(473) |
| 2020-04 |
Macroeconomic Forecasting Using Approximate Factor Models with Outliers |
article |
pdf(578) |
| 2019-07 |
Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: Evidence from an Emerging Market |
article |
pdf(575) |
| 2019-03 |
Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: Evidence from an Emerging Market |
article |
pdf(487) |
| 2017-08 |
Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions |
conference |
pdf(709) |
| 2017-06 |
Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions |
conference |
pdf(190) |
| 2017-02 |
Estimating Links of a Network from Time to Event Data |
article |
web page(1066) |
| 2016-12 |
Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions |
conference |
web page(636) |
| 2016-09 |
A Nonparametric Test of a Strong Leverage Hypothesis |
article |
pdf(917) |
| 2016-05 |
Risk Evaluations with Robust Approximate Factor Models |
article |
pdf(887) |
| 2016-04 |
Structured variable selection via prior-induced hierarchical penalty functions |
article |
pdf(927) |
| 2016 |
近似因子模型的有效估計-經由懲罰最小平方法 |
report |
pdf(238) |
| 2015-06 |
Sparse Weighted Norm Minimum Variance Portfolios |
article |
web page(1087) |
| 2015 |
Sparse Weighted-Norm Minimum Variance Portfolios |
article |
web page(1127) |
| 2014-08 |
Solving Norm Constrained Portfolio Optimization via Coordinate-Wise Descent Algorithms |
article |
pdf(1422) |
| 2013-04 |
Testing Jumps via False Discovery Rate Control. |
article |
web page(1559) |
| 2013-04 |
Testing Jumps via False Discovery Rate Control |
article |
web page(950) |
| 2010-09 |
Discussion on ＂Stability Selection＂ by Meinshausen and Buhlmann |
article |
pdf(1535) |
