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Hao Ma

Personal Details

First Name:Hao
Middle Name:
Last Name:Ma
Suffix:
RePEc Short-ID:pma3211
[This author has chosen not to make the email address public]
https://sites.google.com/view/haoma

Affiliation

School of Economics and Finance
Queen Mary University of London

London, United Kingdom
http://www.econ.qmul.ac.uk/
RePEc:edi:deqmwuk (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Patrick Gagliardini & Hao Ma, 2019. "Extracting Statistical Factors When Betas are Time-Varying," Swiss Finance Institute Research Paper Series 19-65, Swiss Finance Institute.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Patrick Gagliardini & Hao Ma, 2019. "Extracting Statistical Factors When Betas are Time-Varying," Swiss Finance Institute Research Paper Series 19-65, Swiss Finance Institute.

    Cited by:

    1. Alain-Philippe Fortin & Patrick Gagliardini & Olivier Scaillet, 2022. "Eigenvalue tests for the number of latent factors in short panels," Papers 2210.16042, arXiv.org.
    2. Gagliardini, Patrick & Ossola, Elisa & Scaillet, Olivier, 2019. "Estimation of large dimensional conditional factor models in finance," Working Papers unige:125031, University of Geneva, Geneva School of Economics and Management.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-BIG: Big Data (1) 2020-02-10. Author is listed
  2. NEP-CMP: Computational Economics (1) 2020-02-10. Author is listed
  3. NEP-ECM: Econometrics (1) 2020-02-10. Author is listed

Corrections

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