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    "Linton, Oliver"的相关文件   

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    显示 22 项.

    类别 日期 题名 作者 档案
    [科技管理與智慧財產研究所] 期刊論文 2015-06 Sparse Weighted Norm Minimum Variance Portfolios 顏佑銘; Yen, Yu-Min
    [國際經營與貿易學系 ] 期刊論文 2024-06 Estimation of the Local Conditional Tail Average Treatment Effect 顏佑銘; Yen, Yu-Min; Chen, Le-Yu
    [國際經營與貿易學系 ] 期刊論文 2022-03 Forecasting Expected Shortfall and Value-at-risk with Realized Variance Measures and the FZ Loss 顏佑銘; 周雨田; 顏佐榕; Yen, Yu-min, Chou, Ray Yeutien; Yen, Tso-jung
    [國際經營與貿易學系 ] 期刊論文 2021-01 An attention algorithm for solving large scale structured L0-norm penalty estimation problems 顏佑銘; Yen, Yu-Min; Yen, Tso-Jung
    [國際經營與貿易學系 ] 期刊論文 2020-11 The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses 顏佑銘; Yen, Yu-Min; Linton, O.; Whang, Y-J.
    [國際經營與貿易學系 ] 期刊論文 2020-04 Macroeconomic Forecasting Using Approximate Factor Models with Outliers 顏佑銘; Yen, Yu-Min; Chou, Ray Yeutien; Yen, Tso-Jung
    [國際經營與貿易學系 ] 期刊論文 2019-07 Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: Evidence from an Emerging Market 顏佑銘; Yen, Yu-Min
    [國際經營與貿易學系 ] 期刊論文 2019-04 Macroeconomic Forecasting Using Approximate Factor Models with Outliers 顏佑銘*; Yen, Yu-Min; Chou, Ray Yeutien; Yen, Tso-Jung
    [國際經營與貿易學系 ] 期刊論文 2019-03 Forward-Looking Information on Growth and Uncertainty Implied by Derivative Securities: Evidence from an Emerging Market 顏佑銘; Yen, Yu-Min
    [國際經營與貿易學系 ] 期刊論文 2017-02 Estimating Links of a Network from Time to Event Data 顏佑銘; Yen, Tso-Jung; Lee, Zong-Rong; Chen, Yi-Hau; Yen, Yu-Min; Hwang, Jing-Shiang
    [國際經營與貿易學系 ] 期刊論文 2016-09 A Nonparametric Test of a Strong Leverage Hypothesis 顏佑銘; Linton, Oliver; Whang, Yoon-Jae; Yen, Yu-Min
    [國際經營與貿易學系 ] 期刊論文 2016-05 Risk Evaluations with Robust Approximate Factor Models 顏佑銘; Chou, Ray Yeutien; Yen, Tso-Jung; Yen, Yu-Min
    [國際經營與貿易學系 ] 期刊論文 2016-04 Structured variable selection via prior-induced hierarchical penalty functions Yen, Tso-Jung; Yen, Yu-Min; 顏佑銘
    [國際經營與貿易學系 ] 期刊論文 2015 Sparse Weighted-Norm Minimum Variance Portfolios 顏佑銘; Yu-MinYen
    [國際經營與貿易學系 ] 期刊論文 2014-08 Solving Norm Constrained Portfolio Optimization via Coordinate-Wise Descent Algorithms 顏佑銘; Yen, Yu-Min; Yen, Tso-Jung
    [國際經營與貿易學系 ] 期刊論文 2013-04 Testing Jumps via False Discovery Rate Control 顏佑銘; Yen, Yu-Min
    [國際經營與貿易學系 ] 期刊論文 2013-04 Testing Jumps via False Discovery Rate Control. 顏佑銘; Yen,Yu-Min
    [國際經營與貿易學系 ] 期刊論文 2010-09 Discussion on "Stability Selection" by Meinshausen and Buhlmann 顏佑銘; Yen, Tso-Jung; Yen, Yu-Min
    [國際經營與貿易學系 ] 會議論文 2017-08 Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions 顏佑銘; Yen, Yu-Min
    [國際經營與貿易學系 ] 會議論文 2017-06 Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions 顏佑銘; Yen, Yu-Min
    [國際經營與貿易學系 ] 會議論文 2016-12 Testing Forecast Accuracy of Expectiles and Quantiles with the Extremal Consistent Loss Functions 顏佑銘; Yen, Yu-Min
    [國際經營與貿易學系 ] 國科會研究計畫 2016 近似因子模型的有效估計-經由懲罰最小平方法 顏佑銘

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