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Details about Yi Ding

Workplace:Faculty of Business Administration, University of Macau, (more information at EDIRC)

Access statistics for papers by Yi Ding.

Last updated 2025-06-02. Update your information in the RePEc Author Service.

Short-id: pdi649

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Journal Articles

2025

  1. Multiplicative factor model for volatility
    Journal of Econometrics, 2025, 249, (PB) Downloads

2024

  1. Statistical Learning for Individualized Asset Allocation
    Journal of the American Statistical Association, 2024, 119, (545), 639-649 Downloads
  2. Stock co-jump networks
    Journal of Econometrics, 2024, 239, (2) Downloads View citations (2)

2021

  1. High dimensional minimum variance portfolio estimation under statistical factor models
    Journal of Econometrics, 2021, 222, (1), 502-515 Downloads View citations (17)
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