Shanghai University of International Business and Economics

output

20142025

most citedTime-dependent lead-lag relationships between the VIX and VIX futures markets

27 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

Pengfei Li3 profiles5 · h 14
Riquan Zhang4 profiles5 · h 19
Yan-Hong Yang5 · h 8
Ying-Hui Shao5 · h 8
Da-Peng Zhou3 · h 2
Guanfu Liu3 · h 6
Jian-Guo Zhang3 · h 2
Yan-Ru Wang3 · h 1
Yukun Liu3 profiles3 · h 10
Hang Wang2 · h 1
Hansheng Wang2 profiles2 · h 31
Wei-Xing Zhou2 · h 8

collaborating institutions

East China Normal UniversityCN8 papers
Shanghai UniversityCN4 papers
University of WaterlooCA4 papers
East China University of Science and TechnologyCN3 papers
Peking UniversityCN3 papers
Shaanxi Normal UniversityCN3 papers
Shanghai Jiao Tong UniversityCN2 papers
Shanghai Lixin University of Accounting and FinanceCN2 papers
Academy of Mathematics and Systems ScienceCN1 paper
Beijing Institute of Big Data ResearchCN1 paper
Central University of Finance and EconomicsCN1 paper
Chinese Academy of SciencesCN1 paper

Showing 2022 · math.STShow all

1 paper · 2 filters

math.ST2022★ 1 cited

From Model Selection to Model Averaging: A Comparison for Nested Linear Models

Wenchao Xu, Xinyu Zhang

Model selection (MS) and model averaging (MA) are two popular approaches when having many candidate models. Theoretically, the estimation risk of an oracle MA is not larger than th…