Ruey S. Tsay

University of Chicago, Chicago, IL 
"Ruey Tsay"


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Michael Y. Zhang grad student 2001 Chicago
Wanli Min grad student 2004 Chicago
Shang C. Chiou grad student 2007 Chicago
David S. Matteson grad student 2008 Chicago
Changgee Chang grad student 2012 Chicago
Francisco Vazquez-Grande grad student 2012 Chicago
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Hu YP, Tsay RS. (2014) Rejoinder Journal of Business and Economic Statistics. 32: 176-177
Hu YP, Tsay RS. (2014) Principal Volatility Component Analysis Journal of Business and Economic Statistics. 32: 153-164
Matteson DS, Tsay RS. (2011) Dynamic orthogonal components for multivariate time series Journal of the American Statistical Association. 106: 1450-1463
Tsay RS, Yeh JH. (2011) Random aggregation with applications in high-frequency finance Journal of Forecasting. 30: 72-103
Lo CK, Chen LC, Wu MH, et al. (2011) Cycle-count-accurate processor modeling for fast and accurate system-level simulation Proceedings -Design, Automation and Test in Europe, Date. 341-346
Chang C, Tsay RS. (2010) Estimation of covariance matrix via the sparse Cholesky factor with lasso Journal of Statistical Planning and Inference. 140: 3858-3873
Lo YL, Li ML, Tsay RS. (2009) Cycle count accurate memory modeling in system level design Embedded Systems Week 2009 - 7th Ieee/Acm International Conference On Hardware/Software-Co-Design and System Synthesis, Codes+Isss 2009. 287-293
Wu MH, Fu CY, Wang PC, et al. (2009) An effective synchronization approach for fast and accurate multi-core instruction-set simulation Embedded Systems Week 2009 - Proceedings of the 7th Acm International Conference On Embedded Software, Emsoft '09. 197-203
Chiu CT, Wang TH, Ke WM, et al. (2008) A 100MHZ real-time tone mapping processor with integrated photographic and gradient compression in 0.13 μm technolgy Ieee Workshop On Signal Processing Systems, Sips: Design and Implementation. 25-30
Zhang MY, Russell JR, Tsay RS. (2008) Determinants of bid and ask quotes and implications for the cost of trading Journal of Empirical Finance. 15: 656-678
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