Address
7-281, Lau Ming Wai Academic Building, City University of Hong Kong
Phone
+852 34428676
Fax
+852 34420189
Email
Research Areas
High-dimensional and High-frequency data, Risk Management, Multiple Testing
Qualifications
Statistics (Hong Kong University of Science and Technology)
Probability and Mathematical Statistics (University of Chinese Academy of Sciences)
Mathematics and Applied Mathematics (Jilin University)
Teaching Areas
Statistics
Publications
Journal Publications and Reviews
Yang, Xinxin; Zheng, Xinghua; Chen, Jiaqi / Testing high-dimensional covariance matrices under the elliptical distribution and beyond. April 2021; In: Journal of Econometrics. Vol. 221, No. 2, pp. 409-423