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English
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ʱ¼ä£º2014-12-31

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Publications£º

[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¨Cresources 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.


ÖÐÎÄÂÛÎÄ£º

[1] Öì¹úÖÒ¡¢Óݼªº£¡¢ÇÇÀ¤Ôª(2014), Öйú¸÷Ê¡¾­¼ÃÔöÌíÊÇ·ñÊÕÁ²,¾­¼Ãѧ£¨¼¾¿¯£©, 13(03), 1171-1194.

[2] ¸ßÑï¡¢ÍõÃ÷½ø(2014), ÓÐÓü۲îµÄ¼«´óËÆÈ»Ô¤¼Æ,ÊýÄ¿¾­¼ÃÊÖÒÕ¾­¼ÃÑо¿, 5(31), 133-150.

[3] ¸ßÑï¡¢ÍõÃ÷½ø(2014), Á½ÖÖÉúÒâ¼Û²îÔ¤¼Æ½¥½üÐÔ×ӵĽÏÁ¿,½ðÈÚѧ¼¾¿¯, 1(8), 34-56.

[4] °²³¬¡¢À×Ã÷¡¢ÐìÃôÑÇ(2014), ºó½ðÈÚΣ»úʱ´ú¸öÌåÈÏÖª¡¢·´Ó¦»úÖÆÓëÀí²Æ·½·¨Ñ¡Ôñ¹ØÏµÆÊÎö,ÉÌҵʱ´ú, 33, 90-91.

[5] ÍõººÉú(2014), ´óÊý¾Ý¿´·¨±»Éñ»¯¡±Ð¾©±¨.

[6] ÍõººÉú(2014), ´ÓÊý¾Ýµ½¼ÛÖµ,Åí²©ÉÌÒµÖÜ¿¯£ºÖÐÎİæ.



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