16 citations · 34 across the 7 of their papers we have counts for
7 papers
Forecasting the distribution of long-horizon returns with time-varying volatility
Hwai-Chung Ho
The study of long-horizon returns has received a great deal of attention in recent years (see, for example, Boudoukh, Richardson, and Whitelaw (2008), Neuberger (2012) and Lee (201…
ContactTrees: A Technique for Studying Personal Network Data
Arnaud Sallaberry, Yang-Chih Fu, Hwai-Chung Ho +1
Network visualization allows a quick glance at how nodes (or actors) are connected by edges (or ties). A conventional network diagram of "contact tree" maps out a root and branches…
Block Sampling under Strong Dependence
Ting Zhang, Hwai-Chung Ho, Martin Wendler +1
The paper considers the block sampling method for long-range dependent processes. Our theory generalizes earlier ones by Hall, Jing and Lahiri (1998) on functionals of Gaussian pro…
Measuring the default risk of sovereign debt from the perspective of network
Hongwei Chuang, Hwai-Chung Ho
Recently, there has been a growing interest in network research, especially in these fields of biology, computer science, and sociology. It is natural to address complex financial…
On Berry--Esseen bounds for non-instantaneous filters of linear processes
Tsung-Lin Cheng, Hwai-Chung Ho
Let , where the are i.i.d. with mean 0 and at least finite second moment, and the are assumed to satisfy with $β>1/…
Time Series and Related Topics. In Memory of Ching-Zong Wei
Hwai-Chung Ho, Ching-Kang Ing, Tze Leung Lai
A major research area of Ching-Zong Wei (1949--2004) was time series models and their applications in econometrics and engineering, to which he made many important contributions. A…