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Publications by Zuofeng Shang

Variance Change Point Detection Under a Smoothly-Changing Mean Trend With Application to Liver Procurement

Journal of the American Statistical Association
UncertaintyStatisticsProbability
2018English

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Sparse Change-Point HAR Models for Realized Variance

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Constructing Change: How Socially Responsible Procurement Is Changing the Construction Industry

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Static Mean-Variance Portfolio Optimization Under General Sources of Uncertainty

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