Items where Author is "Rice, Gregory"

Horvath, Lajos and Liu, Zhenya and Rice, Gregory and Zhao, Yuqian (2022) Detecting common breaks in the means of high dimensional cross-dependent panels. The Econometrics Journal, 25 (2). pp. 362-383. DOI https://doi.org/10.1093/ectj/utab028

Horváth, Lajos and Rice, Gregory and Zhao, Yuqian (2022) Change point analysis of covariance functions: A weighted cumulative sum approach. Journal of Multivariate Analysis, 189. p. 104877. DOI https://doi.org/10.1016/j.jmva.2021.104877

Rice, Gregory and Wirjanto, Tony and Zhao, Yuqian (2020) Tests for conditional heteroscedasticity of functional data. Journal of Time Series Analysis, 41 (6). pp. 733-758. DOI https://doi.org/10.1111/jtsa.12532

Rice, Gregory and Wirjanto, Tony and Zhao, Yuqian (2020) Forecasting Value at Risk via Intra-day Return Curves. International Journal of Forecasting, 36 (3). pp. 1023-1038. DOI https://doi.org/10.1016/j.ijforecast.2019.10.006