Publications: |
[1] Chen, S.X.、Z. Xu(2014), On Implied Volatility for Options - Some Reasons to Smile and More to Correct, Journal of Econometrics, 1(179),1-15. |
[2] Lung-fei Lee、Yu, Jihai(2014), Efficient GMM Estimation of Spatial Dynamic Panel Data Models, Journal of Econometrics, 180 (2),174-197. |
[3] Lee, Tae-Hwy、Tu, Yundong、Ullah, Aman(2014), Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting, Journal of Econometrics, 182, 196-210. |
[4] Li, Chenxu(2014), Closed-Form Expansion, Conditional Expectation, and Option Valuation, Mathematics of Operations Research, 2(39), 487-516. |
[5] Cai Ning、Li Chenxu、Shi Chao(2014), Closed-form expansions of discretely monitored asian options in diffusion models, Mathematics of Operations Research, 3(39), 789-822. |
[6] Junni L. Zhang(2014), Comparative investigation of three Bayesian p values, Computational Statistics & Data Analysis, 79, 277-291. |
[7] Lan Wei、Luo Ronghua、Tsai chih-ling、Wang; Hanson、Yang Yunhong(2014), Testing the Diagonality of a Large Covariance Matrix in a Regression Setting, Journal of Business & Economic Statistics, 33, 76-86. |
[8] Huang, Danyang、Runze Li、Wang, Hansheng(2014), Feature Screening for Ultrahigh Dimensional Categorical Data with Applications, Journal of Business & Economic Statistics, 2(32), 237-244. |
[9] Mian Huang、Runze L、Wang, Hansheng、Weixin Yao(2014), Estimating Mixture of Gaussian Processes by Kernel Smoothing, Journal of Business & Economic Statistics, 3(32), 259-270. |
[10] Guoyu Guan、Jianhua Guo、Wang, Hansheng(2014), Varying Naive Bayes Models With Applications to Classification of Chinese Text Documents, Journal of Business & Economic Statistics, 3(32), 445-456. |
[11] Han, Yi、Zheng Enying、Xu, Minya(2014), The influence from the past: Organizational imprinting and firms' compliance with social insurance policies in China, Journal of Business Ethics, 1(122), 65-77. |
[12] Qin, Xin、Peter Hom、Xu, Minya、Ju Dong(2014), Applying the job demands–resources model to migrant workers: Exploring how and when geographical distance increases quit propensity, Journal of Occupational and Organizational Psychology, 87(2), 303-328. |
[13] Qin, Xin、MARCO S. DIRENZO、Xu, Minya、Duan, Yilong(2014), When do emotionally exhausted employees speak up? Exploring the potential curvilinear relationship between emotional exhaustion and voice. Journal of Organizational Behavior, 7(35), 1018-1041. |
[14] Lan, Wei、Wang, Hansheng、Cai, Zhiling(2014), Testing covariates in high-dimensional regression, Annals of the Institete of Statistical, 2(66),279-301. |
中文论文: |
[1] 朱国忠、虞吉海、乔坤元(2014), 中国各省经济增长是否收敛,经济学(季刊), 13(03), 1171-1194. |
[2] 高扬、王明进(2014), 有效价差的极大似然估计,数量经济技术经济研究, 5(31), 133-150. |
[3] 高扬、王明进(2014), 两种买卖价差估计渐近性质的比较,金融学季刊, 1(8), 34-56. |
[4] 安超、雷明、徐敏亚(2014), 后金融危机时代个体认知、反应机制与理财方式选择关系分析,商业时代, 33, 90-91. |
[5] 王汉生(2014), 大数据概念被神化”新京报. |
[6] 王汉生(2014), 从数据到价值,彭博商业周刊:中文版. |