Concepedia
Statistics
Publications
15
Citations
1K
H-Index
14
Active since
1974
Affiliations
University of Wisconsin–Milwaukee(Current)
Princeton University
University of Wisconsin–Madison
D. A. Hsu is an author at University of Wisconsin–Milwaukee specializing in business, economics, and finance.
Publications per year
1974–2010
On the Stable Paretian Behavior of Stock-Market Prices
D. A. Hsu, Robert B. Miller, Dean W. Wichern · Journal of the American Statistical Association · 1974 · 220 citations
Business, Economics, Finance +11
Tests for Variance Shift at an Unknown Time Point
D. A. Hsu · Journal of the Royal Statistical Society Series C (Applied Statistics) · 1977 · 133 citations
Social Sciences, Economics, Finance +13
Detecting Shifts of Parameter in Gamma Sequences with Applications to Stock Price and Air Traffic Flow Analysis
D. A. Hsu · Journal of the American Statistical Association · 1979 · 126 citations
Business, Economics, Quantitative Finance +10
Changes of Variance in First-Order Autoregressive Time Series Models-With an Application
Dean W. Wichern, Robert B. Miller, D. A. Hsu · Journal of the Royal Statistical Society Series C (Applied Statistics) · 1976 · 124 citations
Computing, Economics, Finance +15
A Bayesian Robust Detection of Shift in the Risk Structure of Stock Market Returns
D. A. Hsu · Journal of the American Statistical Association · 1982 · 82 citations
Business, Economics, Finance +17
1–5 of 15