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

  • Zhejiang University - College of Economics

  • Shandong University - Zhongtai Securities Institute for Financial Studies

SCHOLARLY PAPERS

2

DOWNLOADS

300

TOTAL CITATIONS

4

Scholarly Papers (2)

Actions:
Email selected abstracts
1.

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 176 (365,015)
Citation 1

Abstract:

Loading...

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

2.

Weak Convergence to Stochastic Integrals for Econometric Applications

Cowles Foundation Discussion Paper No. 1971
Number of pages: 30 Posted: 03 Dec 2014
Hanying Liang, Peter C. B. Phillips, Hanchao Wang and Qiying Wang
Tongji University - School of Economics and Management, University of Auckland Business School, Zhejiang University - College of Economics and University of Sydney
Downloads 124 (487,665)
Citation 3

Abstract:

Loading...

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