Yi Ding

Yi Ding

Hong Kong Polytechnic University - Kowloon / Hong Kong
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5202455
香港理工大學
person_outline Yi Ding's MOST POPULAR ARTICLES
1-) High dimensional minimum variance portfolio estimation under statistical factor modelsY Ding, Y Li, X ZhengJournal of econometrics 222 (1), 502-515, 2021422021
2-) Stock co-jump networksY Ding, Y Li, G Liu, X ZhengJournal of Econometrics 239 (2), 105420, 202462024
3-) Factor modeling for volatilityY Ding, R Engle, Y Li, X ZhengWorking paper, 202052020
4-) Statistical Learning for Individualized Asset AllocationY Ding, Y Li, R SongJournal of the American Statistical Association 119 (545), 639-649, 202412024
5-) The Granular Origins of Tail Dispersion RiskTG Andersen, Y Ding, V Todorov2024