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Ba M. Chu

This is information that was supplied by Ba Chu in registering through RePEc. If you are Ba M. Chu, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Ba
Middle Name:M.
Last Name:Chu
RePEc Short-ID:pch959
[This author has chosen not to make the email address public]
(in no particular order)
Ottawa, Canada

(613) 520-3744
(613) 520-3906
1125 Colonel By Drive, Ottawa, Ontario, K1S 5B6
RePEc:edi:decarca (more details at EDIRC)
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  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 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-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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