4. Mathematics
  5. Statistics Theory

Hwai-Chung Ho

Mathematics – Statistics Theory

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Estimation errors of the Sharpe ratio for long-memory stochastic volatility models

Mathematics – Statistics Theory
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On Berry--Esseen bounds for non-instantaneous filters of linear processes

Mathematics – Statistics Theory
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Time Series and Related Topics. In Memory of Ching-Zong Wei

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Profile ID: LFWR-SCP-P-102115

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