Lasso-driven inference in time and space V Chernozhukov, WK Härdle, C Huang, W Wang Annals of Statistics 49 (3), 1702-1735, 2021 | 58 | 2021 |
Flexible HAR model for realized volatility F Audrino, C Huang, O Okhrin Studies in Nonlinear Dynamics & Econometrics 23 (3), 2019 | 36 | 2019 |
Spatial functional principal component analysis with applications to brain image data Y Li, C Huang, WK Härdle Journal of Multivariate Analysis 170, 263-274, 2019 | 14 | 2019 |
Multivariate factorizable expectile regression with application to fMRI data SK Chao, WK Härdle, C Huang Computational statistics & data analysis 121, 1-19, 2018 | 7 | 2018 |
How Does Post-Earnings Announcement Sentiment Affect Firms’ Dynamics? New Evidence from Causal Machine Learning F Audrino, J Chassot, C Huang, M Knaus, M Lechner, JP Ortega Journal of Financial Econometrics, nbac018, 2022 | 2 | 2022 |