Research output per year
Research output per year
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
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Estimating Time-Varying Networks for High-Dimensional Time Series
Chen, J., Li, D., Li, Y-N. & Linton, O., 15 May 2024, (Accepted/In press) In: Journal of Econometrics.Research output: Contribution to journal › Article › peer-review
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Estimation of Large Dynamic Covariance Matrices: A Selective Review
Li, D., 1 Jan 2024, In: Econometrics and Statistics. 29, p. 16-30 15 p.Research output: Contribution to journal › Review article › peer-review
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Detection of Multiple Structural Breaks in Large Covariance Matrices
Li, Y-N., Li, D. & Fryzlewicz, P., 13 Jun 2023, In: Journal of Business and Economic Statistics. 41, 3, p. 846-861 16 p.Research output: Contribution to journal › Article › peer-review
Open AccessFile
Projects
- 3 Finished
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Modelling Large-Scale Network Time Series: New Methodology and Practice
1/07/23 → 30/06/24
Project: Research project (funded) › Research
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Modelling Large Spot Volatility Structure for High Frequency Data: New Methodology and Practice
1/07/20 → 30/08/22
Project: Research project (funded) › Research
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SPEM
Jones, A. M., Chen, J., Li, D. & Rice, N.
1/01/18 → 31/12/19
Project: Research project (funded) › Research
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2024 Institute of Mathematical Statistics Asia-Pacific Rim Meeting
Degui Li (Invited speaker)
4 Jan 2024 → 7 Jan 2024Activity: Talk or presentation › Invited talk
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RSS 2023 International Conference
Degui Li (Invited speaker)
7 Sept 2023Activity: Talk or presentation › Invited talk
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The 2023 Asian Meeting of the Econometric Society
Degui Li (Speaker)
28 Jul 2023 → 30 Jul 2023Activity: Talk or presentation › Invited talk