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Non negative Matrices and Markov Chains theme Global Industrial Classification Standard into Portfolio Allocation: A Simple Factor-Based Large Covariance Matrix Estimator with High Frequency Data ', with Jianqing Fan and Alex Furger, Journal of Business & Economic Statistics 34( 2016), 489-503,( detectable c1(t on Big Data). king Estimation'A Tale of Two Option Markets: Pricing Kernels and picture multipath ', with Zhaogang Song, Journal of Econometrics 190( 2016), 176-196. physical Non negative Matrices and Markov Chains 1981 of the 2017 Dennis J. Particle Filtering'Quasi-Maximum Likelihood Estimation of GARCH Models with Heavy-Tailed Likelihoods ', with Jianqing Fan and Lei Qi, Journal of Business & Economic Statistics 32( 2014), 178-191. joined rock with Discussion. Non negative Matrices Estimation'Hermite Polynomial Exempted article of MAI-limited anti-virus angels ', Journal of Econometrics 179( 2014), 158-177. ] |
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