← All authors Ping Chen The University of Melbourne (from arXiv:2511.16932, 2025) · OpenAlex
7 papers in scope · 6 published · 1 on the econ.EM arXiv · 72 citations · h-index 4 (over the papers listed here)
Papers Show only papers in our arXiv econ.EM corpus (1 of 7)
working paper 2025 · arXiv
Wavelet estimation in heteroscedastic regression models with α-mixing random errors∗
published 2021 · Lithuanian Mathematical Journal · 3 citations
with Liwang Ding
CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING
published 2019 · International Journal of Theoretical and Applied Finance · 6 citations
with Zhiping Chen, Liyuan Wang, Haixiang Yao
Berry–Esseen bound of wavelet estimators in heteroscedastic regression model with random errors
published 2018 · International Journal of Computer Mathematics · 6 citations
with Liwang Ding, Yongming Li
The Effect of S&P 500 Correlation on Hedge Fund Alpha
published 2012 · The journal of wealth management · 4 citations
with Jerome B. Baesel, José F. González-Heres, Steven S. Shin
Statistical Analysis of Clustered Current Status Data
published 2009 · International journal of intelligence technologies and applied statistics
with Junshan Shen, Jianguo “Tony” Sun
A Random Walk or Color Chaos on the Stock Market? Time-Frequency Analysis of S&P Indexes
published 1996 · Studies in Nonlinear Dynamics and Econometrics · 53 citations
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