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[期刊论文] 作者：Huiyu Huang,Tae-Hwy Lee,
来源：统计学期刊(英文) 年份：2013
When the observed price process is the true underlying price process plus microstructure noise, it is known that realized volatility (RV) estimates will be over...
[期刊论文] 作者：Yundong Tu,Tae-Hwy Lee,
来源：管理科学学报（英文版） 年份：2019
This paper examines the theoretical and empirical properties of a supervised factor model based on combining forecasts using principal components (CFPC),in comp...
[期刊论文] 作者：Bai Huang,Tae-Hwy Lee,Aman Ullah,
来源：管理科学学报（英文版） 年份：2019
When some of the regressors in a panel data model are correlated with the random individual effects,the random effect (RE) estimator becomes inconsistent while...
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