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Ba M. Chu


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Personal Details

First Name: Ba
Middle Name: M.
Last Name: Chu

RePEc Short-ID: pch959

Email: [This author has chosen not to make the email address public]
Postal Address:


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Working papers

  1. Ba Chu & Roman Kozhan, 2009. "Spurious Regressions of Stable AR(p) Processes with Structural Breaks," Working Papers wp09-04, Warwick Business School, Finance Group.
  2. Soosung Hwang & Ba Chu, 2006. "An Asymptotics of Stationary and Nonstationary AR(1) Processes with Multiple Structural Breaks in Mean," Working Papers wp06-04, Warwick Business School, Finance Group.
  3. Soosung Hwang & Ba Chu, 2006. "The Asymptotic Properties of AR(1) Process with the Occasionally Changing AR Coefficient," Working Papers wp06-05, Warwick Business School, Finance Group.
  4. Stephen Satchell & John Knight & Ba Chu, 2006. "Optimal Investment and Asymmetric Risk for a Large Portfolio: A Large Deviations Approach," Working Papers wp06-06, Warwick Business School, Finance Group.
  5. Ba Chu, 2006. "Optimal Long Term Investment in a Jump Diffusion Setting: A Large Deviation Approach," Working Papers wp06-03, Warwick Business School, Finance Group.


  1. Chu, Ba & Knight, John & Satchell, Stephen, 2011. "Large deviations theorems for optimal investment problems with large portfolios," European Journal of Operational Research, Elsevier, vol. 211(3), pages 533-555, June.
  2. Chu, Ba & Voia, Marcel, 2010. "Modeling the contemporaneous duration dependence for high-frequency stock prices," Finance Research Letters, Elsevier, vol. 7(3), pages 148-162, September.
  3. Chu Ba & Kozhan Roman, 2010. "Spurious Regressions of Stationary AR(p) Processes with Structural Breaks," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 15(1), pages 1-25, December.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2010-02-05. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2010-02-05. Author is listed


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