.
Chu, Ba M.'s
Scholarly Papers
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column.
Aggregate Statistics
Total 752
Total Citations 3
1.
Chu, Ba M. Carleton University
Kozhan, Roman University of Warwick, Warwick Business School
176(84,656)
Spurious Regression, Weak Dependence, Structural Breaks, Strictly Stationary, Autoregressive Processes
2.
The Most Entropic Canonical Copula with an Application To
'Style' Investment
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Satchell, Stephen E. University of Cambridge - Faculty of Economics and Politics
Chu, Ba M. Carleton University
Posted:
04 Sep 08
Last Revised:
23 Feb 09
174(85,593)
Satchell, Stephen E. University of Cambridge - Faculty of Economics and Politics
Chu, Ba M. Carleton University
74
Entropy, Relative entropy measure of joint dependence, Copula, Most entropic
Satchell, Stephen E. University of Cambridge - Faculty of Economics and Politics
Chu, Ba M. Carleton University
100
Entropy, Relative entropy measure of joint dependence, Copula, Most entropic
3.
Chu, Ba M. Carleton University
113(123,836)
Linear exponential weighted mean square risk, Exponential weighted mean square risk, second order stochastic dominance, Large deviations, asymmetric risk, shortfall risk, utility function, optimal portfolio
4.
Chu, Ba M. Carleton University
Salmon, Mark University of Cambridge - Faculty of Economics and Politics
86(149,552)
2
L-moment, Stein Equation, GMM, Bahadur Effciency, Likelihood Ratio
5.
Chu, Ba M. Carleton University
74(164,063)
Large Deviations, Jump Diffusion, Exponential Utility Function
6.
Chu, Ba M. Carleton University
Jacho-Chávez, David T. Emory University - Department of Economics
Posted:
10 May 11
Last Revised:
27 Aug 12
56(190,317)
1
Semiparametric estimation, nearest neighbour density estimation, Bartlett's estimator
7.
Chu, Ba M. Carleton University
Hwang, Soosung Sungkyunkwan University - Department of Economics
43(213,897)
Absolutely regular mixing, CLT (FCLT), Discount sums, Moving average
8.
Bravo, Francesco University of York (UK) - Department of Economics and Related Studies
Chu, Ba M. Carleton University
Jacho-Chávez, David T. Emory University - Department of Economics
Posted:
07 Jul 12
Last Revised:
17 Apr 13
28(249,067)
Alpha-Mixing, Empirical Processes, Generalised Empirical Likelihood, Kernel Smoothing, Stochastic Equicontinuity, Uniform Law of Large Numbers
9.
Chu, Ba M. Carleton University
2(336,111)
Absolutely regular mixing, CLT (FCLT), discount sums, Abel sums, moving average, Beinstein's blocking technique, the Beveridge–Nelson (BN) decomposition, the OLS estimates
10.
Knight, John University of Western Ontario - Department of Economics
Satchell, Stephen E. University of Cambridge - Faculty of Economics and Politics
Chu, Ba M. Carleton University
Optimal portfolio, The Edgeworth expansion, Asymmetric Risk, Large deviations, Asymmetric Gamma distribution, Nonlinear correlations, Value at Risk
