![]()
![]()
江慧
个人信息Personal Information
副教授
硕士生导师
性别：女
所在单位：数学与统计学院
学历：研究生(博士)毕业
学科：统计学
-
Jiang, H.,Saart, P..Xia, Y..Asymmetric conditional correlations in stock returns.The Annals of Applied Statistics,2016,(2):989-1018
-
Huang, L.,Wang, H..Jiang, H..A novel partial-linear single-index model for time series data.Computational Statistics and Data Analysis,2019,110-122
-
Huang, L.,Tian, H..Jiang, H..The consistency of model selection for dynamic semi-varying coefficient models with auto-correlated errors.Communications in Statistics – Theory and Methods,2019,(3):549-558
-
Jiang, H.,Huang, L..Xia, Y..Nonparametric Regression with Right-Censored Covariate via Conditional Density Function.Statistics in Medicine,2022,2025-2051
-
Wei, H.,Jiang, H.,Huang, L..Zhang, H..On the semi-varying coefficient dynamic panel data model with autocorrelated errors.Computational Statistics and Data Analysis,2022,107458
-
Zhao, Z.,Ledoit, O..Jiang, H..Risk Reduction and Efficiency Increase in Large Portfolios: Gross-Exposure Constraints and Shrinkage of the Covariance Matrix.Journal of Financial Econometrics,2023,(1):73-105
-
Wu, Y.,Jiang, H..Huang, L..Optimization of large portfolio allocation for new-energy stocks: Evidence from China.Energy,2023,129456
-
Yang, J.,Xu, X..Jiang, H..A Nonparametric Approach to The Inference of Phase Difference in Time Series.2024,
