Hanchao Wang

Zhejiang University - College of Economics

Yuquan Campus 38 Zheda Road

Hangzhou, Zhejiang 310027

China

Shandong University - Zhongtai Securities Institute for Financial Studies

27 Shanda South Road

Jinan City, Shandong 250100

China

SCHOLARLY PAPERS

2

DOWNLOADS

167

SSRN CITATIONS

1

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Weak Convergence to Stochastic Integrals for Econometric Applications

Cowles Foundation Discussion Paper No. 1971
Number of pages: 30 Posted: 03 Dec 2014
Tong Ji University - School of Economics and Management, Yale University - Cowles Foundation, Zhejiang University - College of Economics and University of Sydney
Downloads 92 (356,824)
Citation 3

Abstract:

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Decomposition, FM regression, Linear process, Long memory, Stochastic integral, Semimartingale, α-mixing

2.

Nonparametric Estimation of Large Covariance Matrices with Conditional Sparsity

Number of pages: 58 Posted: 30 Jan 2020
Hanchao Wang, Bin Peng, Degui Li and Chenlei Leng
Zhejiang University - College of Economics, Monash University - Department of Econometrics and Business Statistics, University of York and University of Warwick - Department of Statistics
Downloads 75 (402,931)
Citation 1

Abstract:

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Approximate Factor Model, Kernel Estimation, Large Covariance Matrix, Sparsity, Uniform Convergence