Hao Ma
Personal Details
First Name: | Hao |
Middle Name: | |
Last Name: | Ma |
Suffix: | |
RePEc Short-ID: | pma3211 |
[This author has chosen not to make the email address public] | |
https://sites.google.com/view/haoma | |
Affiliation
School of Economics and Finance
Queen Mary University of London
London, United Kingdomhttp://www.econ.qmul.ac.uk/
RePEc:edi:deqmwuk (more details at EDIRC)
Research output
Jump to: Working papersWorking papers
- Patrick Gagliardini & Hao Ma, 2019. "Extracting Statistical Factors When Betas are Time-Varying," Swiss Finance Institute Research Paper Series 19-65, Swiss Finance Institute.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Patrick Gagliardini & Hao Ma, 2019.
"Extracting Statistical Factors When Betas are Time-Varying,"
Swiss Finance Institute Research Paper Series
19-65, Swiss Finance Institute.
Cited by:
- Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet, 2022.
"Eigenvalue tests for the number of latent factors in short panels,"
Papers
2210.16042, arXiv.org.
- Alain-Philippe Fortin & Patrick Gagliardini & O. Scaillet, 2022. "Eigenvalue tests for the number of latent factors in short panels," Swiss Finance Institute Research Paper Series 22-81, Swiss Finance Institute.
- Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019.
"Estimation of large dimensional conditional factor models in finance,"
Working Papers
unige:125031, University of Geneva, Geneva School of Economics and Management.
- Patrick Gagliardini & Elisa Ossola & O. Scaillet, 2019. "Estimation of Large Dimensional Conditional Factor Models in Finance," Swiss Finance Institute Research Paper Series 19-46, Swiss Finance Institute.
- Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet, 2022.
"Eigenvalue tests for the number of latent factors in short panels,"
Papers
2210.16042, arXiv.org.
More information
Research fields, statistics, top rankings, if available.Statistics
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-BIG: Big Data (1) 2020-02-10. Author is listed
- NEP-CMP: Computational Economics (1) 2020-02-10. Author is listed
- NEP-ECM: Econometrics (1) 2020-02-10. Author is listed
Corrections
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