116 citations · 116 across the 2 of their papers we have counts for
2 papers
stat.AP2016
Asymptotic Inference for AR(1) Penal Data
Jianfei Shen, Tianxiao Pang
A general asymptotic theory is given for the panel data AR(1) model with time series independent in different cross sections. The theory covers the cases of stationary process, nea…
q-fin.ST2012★ 116 cited
Cross-correlation in financial dynamics
J. Shen, B. Zheng
To investigate the universal structure of interactions in financial dynamics, we analyze the cross-correlation matrix C of price returns of the Chinese stock market, in comparison…