Concepedia

Howard Shek

HS

Statistics

Publications

4

Citations

788

H-Index

4

Active since

2010

Affiliations

Stanford University(Current)

Peking University

Howard Shek is an author at Stanford University specializing in business, finance, and time series analysis.

Publications per year

2010–2012

4

Publications

4

Realized GARCH: a joint model for returns and realized measures of volatility

Peter Reinhard Hansen, Zhuo Huang, Howard Shek · Journal of Applied Econometrics · 2011 · 681 citations

, , +16

Realized GARCH: A Joint Model of Returns and Realized Measures of Volatility

Peter Reinhard Hansen, Zhuo Huang, Howard Shek · SSRN Electronic Journal · 2010 · 56 citations · Full text

, , +16

A local relaxation method for the cardinality constrained portfolio optimization problem

Walter Murray, Howard Shek · Computational Optimization and Applications · 2012 · 39 citations

, , +12

Modeling High Frequency Market Order Dynamics Using Self-Excited Point Process

Howard Shek · SSRN Electronic Journal · 2011 · 12 citations · Full text

, , +16

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