Browsing by Author Ke, Yuan
Showing results 1 to 2 of 2
Publication Date | Article Title | Author(s) |
---|---|---|
22-Mar-2016 | Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia | Fan, Jianqing; Ke, Yuan; Liao, Yuan |
May-2020 | Factor-Adjusted Regularized Model Selection | Fan, Jianqing; Ke, Yuan; Wang, Kaizheng |