1. Local Modeling For Data With Autocorrelations Open Access Author: Li, Yan Title: Local Modeling For Data With Autocorrelations Graduate Program: Statistics Keywords: MultivariateAutoregressionsNonoparametric modelsVariable Selection File: Download Yan_Li_Thesis.pdf Committee Members: Runze Li, Committee Chair/Co-ChairNaomi S Altman, Committee MemberDavid Russell Hunter, Committee MemberJingzhi Huang, Committee Member
2. Essays in Financial Economics Open Access Author: Huang, Zhijian Title: Essays in Financial Economics Graduate Program: Business Administration Keywords: Asset pricingdata snoopingmarket efficiencyout-of-sample testbehavioral finance File: Download ZhijianHuang-Dissertation.pdf Committee Members: Jingzhi Huang, Committee Chair/Co-ChairJeremy Ko, Committee Chair/Co-ChairJean Helwege, Committee MemberRunze Li, Committee Member