Harkness Hall
Rochester, NY 14627
United States
University of Rochester - Department of Economics
Asset pricing, Anomaly, Factor model, Time series, False discovery rate, FDR
Affine jump diffusion model, Affine term structure model, Conditional characteristic function, Generalized cross-spectrum, Levy processes, Multivariate continuous-time model
Fundamental Representations; Generalized Spectrum; Identification; Invertible Moving Average
Conditional characteristic function, Goodness-of-fit, Multifactor continuous-time Markov model, Nonparametric regression
