Ronghua Luo

Southwestern University of Finance and Economics (SWUFE) - School of Finance

Chengdu, 610074

China

SCHOLARLY PAPERS

6

DOWNLOADS

449

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

Contour Projected Dimension Reduction

The Annals of Statistics, Forthcoming
Number of pages: 52 Posted: 24 Dec 2008
Ronghua Luo, Hansheng Wang and Chih-Ling Tsai
Southwestern University of Finance and Economics (SWUFE) - School of Finance, Peking University - Guanghua School of Management and University of California, Davis - Graduate School of Management
Downloads 168 (243,420)

Abstract:

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central subspace, central contour subspace, contour projection, directional regression, generalized contour subspace

2.

Testing the Diagonality of a Large Covariance Matrix in a Regression Setting

Number of pages: 35 Posted: 14 May 2014
Peking University - Guanghua School of Management, Southwestern University of Finance and Economics (SWUFE) - School of Finance, University of California, Davis - Graduate School of Management, Peking University - Guanghua School of Management and Peking University - Guanghua School of Management
Downloads 166 (245,946)
Citation 1

Abstract:

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Bias-Corrected Test; Covariance; Diagonality Test; High Dimensional Data; Multivariate Analysis

3.

Mate Choice Swaption and Timing of First Marriage

Number of pages: 50 Posted: 24 Nov 2014
Nengsheng Fang and Ronghua Luo
Southwestern University of Finance and Economics (SWUFE) - School of Finance and Southwestern University of Finance and Economics (SWUFE) - School of Finance
Downloads 115 (326,574)

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First marriage; real option; decision making; optimal exercise boundary; divorce rate

4.

Asymmetric Predictability of Realized Semivariances and the Variations of Signed Jumps: Evidence from China's Stock Market

Posted: 18 Feb 2015
Nengsheng Fang, Wen Jiang and Ronghua Luo
Southwestern University of Finance and Economics (SWUFE) - School of Finance, Southwestern University of Finance and Economics (SWUFE) and Southwestern University of Finance and Economics (SWUFE) - School of Finance

Abstract:

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asymmetric predictability; short-sale restriction; realized semivariance; signed jump

5.

On Mixture Regression Shrinkage and Selection Via the MR-Lasso

International Journal of Pure and Applied Mathematics, Vol. 46, pp. 403-414, 2008
Posted: 02 Dec 2008
Ronghua Luo, Chih-Ling Tsai and Hansheng Wang
Southwestern University of Finance and Economics (SWUFE) - School of Finance, University of California, Davis - Graduate School of Management and Peking University - Guanghua School of Management

Abstract:

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finite mixture model, LASSO, mixture penalty

6.

A Composite Logistic Regression Approach for Ordinal Panel Data Regression

International Journal of Data Analysis Techniques and Strategies, Vol. 1, pp. 29-43, 2008
Posted: 02 Dec 2008
Ronghua Luo and Hansheng Wang
Southwestern University of Finance and Economics (SWUFE) - School of Finance and Peking University - Guanghua School of Management

Abstract:

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Composite Logistic Regression, CLR, conditional logistic regression, ordinal response, panel data, unobserved subject effect