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Items where Author is "Rice, Gregory"

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Horvath, Lajos and Liu, Zhenya and Rice, Gregory and Zhao, Yuqian (2021) 'Detecting common breaks in the means of high dimensional cross-dependent panels.' The Econometrics Journal. ISSN 1368-4221

Rice, Gregory and Wirjanto, Tony and Zhao, Yuqian (2020) 'Tests for conditional heteroscedasticity of functional data.' Journal of Time Series Analysis, 41 (6). 733 - 758. ISSN 0143-9782

Rice, Gregory and Wirjanto, Tony and Zhao, Yuqian (2020) 'Forecasting Value at Risk via Intra-day Return Curves.' International Journal of Forecasting. ISSN 0169-2070

This list was generated on Thu Oct 21 09:21:10 2021 BST.