No. 38 Xueyuan Road
Haidian District
Beijing, Beijing 100871
China
Peking University
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multivariate time series, ordinary least squares, social network, vector autoregression
Social Network, Quantile Regression, Autoregression, Systemic Risk, Financial Contagion, Shared Ownership
Social Network; Quantile Regression; Autoregression; Systemic Risk; Financial Contagion; Shared Ownership
Click Fraud Detection; EM Algorithm; Maximum Likelihood Estimator; Search Engine Marketing
Generalized Linear Model, Latent Moving Average Model, Network Regression, Social Networks