Rong Chen

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

◀ ▶ joint publications with Ruey S. Tsay

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Publications

2025
[j136]
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Xialu Liu, John B. Guerard Jr., Rong Chen, Ruey S. Tsay:
Improving estimation of portfolio risk using new statistical factors. Ann. Oper. Res. 346(1): 245-261 (2025)
2020
[j67]
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Xialu Liu, Rong Chen, Ruey S. Tsay:
NTS: An R Package for Nonlinear Time Series Analysis. R J. 12(2): 266 (2020)

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