Research Outputs (5)

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On Higher Order Moment and Cumulant Estimation
Lok Hang Chan, Kun Chen, Chunxue Li, Chung Wang Wong, Chun Yip Yau ( 2020 )
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1080/00949655.2019.1700987
On nonparametric conditional independence tests for continuous variables
Li C., Fan X. ( 2020 )
Wiley Interdisciplinary Reviews: Computational Statistics
Publication in refereed journal
View Full-text in CUHK:
113053041.pdf
Digital Object Identifier (DOI): http://dx.doi.org/10.1002/wics.1489
On the estimation of locally stationery long-memory processes
Chan N.H., Palma W. ( 2020 )
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.5705/ss.202017.0472
Open-loop equilibrium reinsurance-investment strategy under mean–variance criterion with stochastic volatility
Tingjin Yan, Hoi Ying Wong ( 2020 )
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1016/j.insmatheco.2019.11.003
Optimal investment and consumption problems under correlation ambiguity
Bingyan Han, Hoi Ying Wong ( 2020 )
Publication in refereed journal
Digital Object Identifier (DOI): http://dx.doi.org/10.1093/imaman/dpz002

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