研究前沿

研究成果

2005年部分研究成果

时间:2005-09-08

胡健颖:

《山西省商品房市场的发展规律》 数理统计与管理 2005年3月

金赛男

1. "Spectral Density Estimation and Robust Hypothesis Testing using Steep Origin Kernels without Truncation," (with Peter C.B. Phillips and Yixiao Sun), 2005, forthcoming, International Economic Review.

2. Long Run Variance Estimation and Robust Regression Testing Using Sharp Origin Kernels with No Truncation," (with Peter C.B. Phillips and Yixiao Sun), 2005, forthcoming, JSPI.

王汉生

1.Wang, H.,Jiang, M., and Chen, K..(2005). Nonlinear pricing method for a product with new attributes. Journal of Marketing Science (Chinese). Vol. 1,No. 2, 132-137.

2.Wang, H., Chow, S. C. and Chen, M. (2005). A Bayesian approach on sample size calculation for comparing means.Journal of Biopharmaceutical Statistics, No. 15, 799-807.

3. Jiang, G. andWang, H.(2005). Should firms with two consecutive losses be specially treated?Economics Study (Chinese), No. 3, 100-107.

4.Wang, H.and Hu, J. (2005). The development trend of Shan Xi Real Estate Market.Mathematical Statistics and Management (Chinese). No. 2, 7-13.

5.姜国华、王汉生(2005) “信用与市场参与—有效监管的必由之路”,《中国证券报》,2005/01/15,A13理论版

姚琪伟:

1. Hall, P. and Yao, Q. (2005). Approximating conditional distribution functions using dimension reduction. Annals of Statistics, 33.

2. Wang, M. and Yao, Q. (2005). Modelling multivariate volatilities: an ad hoc approach. In ``Contemporary Multivariate Analysis and Experimental Designs -- In Celebration of Professor Kai-Tai Fang's 65th Brithday'', J. Fan & G. Li (edit.), 87-97. World Scientific, Singapore.

王明进:

Wang, M., and Yao, Q. (2005),Modeling Multivariate Volatilities via Conditionally Uncorrelated Component

Wang, M., and Yao, Q. (2005),Modeling Multivariate Volatilities: An ad hoc method.

王明进,王其文 (2005) 沪深港股票市场的动态相关性分析

王明进,陈奇志 (2005) 基于独立成分分解的多元波动率模型

王明进 (2005) 股票市场价格全矩序列的统计特征研究

王明进 (2005) 沪深市场的长记忆特征级Taylor效应

国家自然科学基金(70201007) 2003-2005

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