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Group by: Creators | Item Type | No Grouping
Jump to: B | C | D | G | L | P | Q | R | S | Z
Number of items: 13.

B

Barigozzi, Matteo, Hallin, Marc and Soccorsi, Stefano (2019) Identification of global and local shocks in international financial markets via general dynamic factor models. Journal of Financial Econometrics, 17 (3). 462–494. ISSN 1479-8409

Butz, M. and Oomen, R. (2019) Internalisation by electronic FX spot dealers. Quantitative Finance, 19 (1). pp. 35-56. ISSN 1469-7688

C

Chen, Yunxiao ORCID: 0000-0002-7215-2324, Li, Xiaoou and Zhang, Siliang (2019) Joint maximum likelihood estimation for high-dimensional exploratory item factor analysis. Psychometrika, 84 (1). pp. 124-146. ISSN 0033-3123

D

Dassios, Angelos and Lim, Jia Wei (2019) A variation of the Azéma martingale and drawdown options. Mathematical Finance, 29 (4). pp. 1116-1130. ISSN 0960-1627

Dassios, Angelos, Lim, Jia Wei and Qu, Yan (2019) Exact simulation of generalised Vervaat perpetuities. Journal of Applied Probability, 56 (1). pp. 57-75. ISSN 0021-9002

G

Gao, Zhaoxing, Ma, Yingying, Wang, Hansheng and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2019) Banded spatio-temporal autoregressions. Journal of Econometrics, 208 (1). pp. 211-230. ISSN 0304-4076

L

Lam, Clifford and Souza, Pedro C.L. (2019) Estimation and selection of spatial weight matrix in a spatial lag model. Journal of Business and Economic Statistics. ISSN 0735-0015

Li, Zeng, Lam, Clifford, Yao, Jianfeng and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2019) On testing for high-dimensional white noise. Annals of Statistics, 47 (6). 3382 - 3412. ISSN 0090-5364

P

Papageorgiou, Ioulia and Moustaki, Irini (2019) Sampling of pairs in pairwise likelihood estimation for latent variable models with categorical observed variables. Statistics and Computing, 29 (2). pp. 351-365. ISSN 0960-3174

Q

Qiao, Xinghao ORCID: 0000-0002-6546-6595, Guo, Shaojun and James, Gareth M. (2019) Functional graphical models. Journal of the American Statistical Association, 114 (525). 211 - 222. ISSN 0162-1459

R

Riani, Marco, Atkinson, Anthony C., Cerioli, Andrea and Corbellini, Aldo (2019) Efficient robust methods via monitoring for clustering and multivariate data analysis. Pattern Recognition, 88. pp. 246-260. ISSN 0031-3203

S

Steele, Fiona, Clarke, Paul and Kuha, Jouni ORCID: 0000-0002-1156-8465 (2019) Modeling within-household associations in household panel studies. Annals of Applied Statistics, 13 (1). pp. 367-392. ISSN 1932-6157

Z

Zhang, Rongmao, Robinson, Peter and Yao, Qiwei ORCID: 0000-0003-2065-8486 (2019) Identifying cointegration by eigenanalysis. Journal of the American Statistical Association, 114 (526). 916 - 927. ISSN 0162-1459

This list was generated on Sat Oct 23 19:27:58 2021 BST.