research
∙
01/22/2021
Sparsistent filtering of comovement networks from high-dimensional data
Network filtering is an important form of dimension reduction to isolate...
share
research
∙
04/23/2019
Copula estimation for nonsynchronous financial data
Copula is a powerful tool to model multivariate data. Due to its several...
research
∙
08/08/2018
