Jiajing Sun

Jiajing Sun

PhD, CFA, FIMA, Member of the London Mathematical Society. Associate Professor and the Deputy Director of the Department of Statistics and Data Science, School of Economics and Management, University of the Chinese Academy of Sciences.

Thirteenth Annual SoFiE Conference (North America)

Date:

This talk discusses A Score Statistic on Testing the Presence of Stochastic Trend in Conditional Variance, presented at the Thirteenth Annual SoFiE Conference (North America).

Citation: Jiajing Sun. (2021). “A Score Statistic on Testing the Presence of Stochastic Trend in Conditional Variance.” Presented at the Thirteenth Annual SoFiE Conference (North America), Rady School of Management, University of California, San Diego, USA.