Browsing by Author Dai, Wei
Showing results 1 to 2 of 2
| Publication Date | Article Title | Author(s) |
|---|---|---|
| 3-Jul-2014 | Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Varying Coefficient Models | Fan, Jianqing; Ma, Yunbei; Dai, Wei |
| Oct-2016 | What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk? | Fan, Jianqing; Imerman, Michael B; Dai, Wei |