Access Statistics for Yi Ding
Author contact details at EconPapers.
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| High dimensional minimum variance portfolio estimation under statistical factor models | 0 | 1 | 12 | 38 | 1 | 3 | 34 | 104 |
| Multiplicative factor model for volatility | 0 | 0 | 8 | 9 | 0 | 4 | 34 | 38 |
| Statistical Learning for Individualized Asset Allocation | 0 | 0 | 0 | 2 | 0 | 0 | 6 | 11 |
| Stock co-jump networks | 0 | 0 | 1 | 10 | 2 | 4 | 30 | 60 |
| Total Journal Articles | 0 | 1 | 21 | 59 | 3 | 11 | 104 | 213 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail
Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.