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~person:"Chen, Zhao"
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Chen, Zhao
Wang, Zhao
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ECONIS (ZBW)
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Asset selection based on high frequency Sharpe ratio
Wang, Christina Dan
;
Chen, Zhao
;
Lian, Yimin
;
Chen, Min
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 168-188
Persistent link: https://www.econbiz.de/10013441645
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Ultrahigh dimensional precision matrix estimation via refitted cross validation
Wang, Luheng
;
Chen, Zhao
;
Wang, Christina Dan
;
Li, Runze
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 118-130
Persistent link: https://www.econbiz.de/10012439399
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