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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

(1 of 7)

working paper2025 · arXiv
with Chang Zhai, Zhuo Jin, David Pitt
Wavelet estimation in heteroscedastic regression models with α-mixing random errors∗
published2021 · Lithuanian Mathematical Journal · 3 citations
with Liwang Ding
CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING
published2019 · 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
published2018 · International Journal of Computer Mathematics · 6 citations
with Liwang Ding, Yongming Li
The Effect of S&P 500 Correlation on Hedge Fund Alpha
published2012 · ˜The œjournal of wealth management · 4 citations
with Jerome B. Baesel, José F. González-Heres, Steven S. Shin
Statistical Analysis of Clustered Current Status Data
published2009 · 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
published1996 · Studies in Nonlinear Dynamics and Econometrics · 53 citations

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.