Han Lin Shang

Research School of Finance, Actuarial Studies and Statistics

Senior Lecturer

Canberra, Australian Capital Territory 2601

Australia

http://https://researchers.anu.edu.au/researchers/shang-h

  • Research School of Finance, Actuarial Studies and Statistics

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    • Tel: 61-2-61250535
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SCHOLARLY PAPERS

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Scholarly Papers (1)

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1.

Covariance Function Estimation for High-Dimensional Functional Time Series with Dual Factor Structures

Number of pages: 34 Posted: 31 Jan 2024
Chenlei Leng, Degui Li, Han Lin Shang and Yingcun Xia
University of Warwick - Department of Statistics, University of York, Research School of Finance, Actuarial Studies and Statistics and National University of Singapore (NUS)
Downloads 47 (884,225)

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Covariance operator, functional factor model, functional time series, generalised shrinkage, PCA

Other Papers (1)

Total Downloads: 596
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Forecasting Intraday S&P 500 Index Returns: A Functional Time Series Approach

Number of pages: 27 Posted: 20 Aug 2015 Last Revised: 14 Nov 2015
Han Lin Shang
Research School of Finance, Actuarial Studies and Statistics
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dynamic updating, functional principal component regression, functional linear regression, ordinary least squares, penalise least squares, ridge regression