Detection of Multiple Structural Breaks in Large Covariance Matrices

Yu-Ning Li, Degui Li, Piotr Fryzlewicz

Research output: Contribution to journal › Article › peer-review

1 results

Filter

Finished

Modelling Large Spot Volatility Structure for High Frequency Data: New Methodology and Practice
Li, D.
THE BRITISH ACADEMY
1/07/20 → 30/08/22
Project: Research project (funded) › Research