Details about Mingmian Cheng
Access statistics for papers by Mingmian Cheng.
Last updated 2021-09-05. Update your information in the RePEc Author Service.
Short-id: pch1977
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Journal Articles
Journal Articles
2021
- Forecasting volatility using double shrinkage methods
Journal of Empirical Finance, 2021, 62, (C), 46-61
View citations (8)
2019
- Fixed and Long Time Span Jump Tests: New Monte Carlo and Empirical Evidence
Econometrics, 2019, 7, (1), 1-32
View citations (1)