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Munich Personal RePEc Archive

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Number of items: 3.

1 August 2012

Bai, Zhidong and Hui, Yongchang and Wong, Wing-Keung (2012): New Non-Linearity Test to Circumvent the Limitation of Volterra Expansion.

10 January 2013

Bai, Zhidong and Li, Hua and Wong, Wing-Keung (2013): The best estimation for high-dimensional Markowitz mean-variance optimization.

22 November 2016

Hui, Yongchang and Wong, Wing-Keung and Bai, Zhidong and Zhu, Zhenzhen (2016): A New Nonlinearity Test to Circumvent the Limitation of Volterra Expansion with Applications.

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