Article

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 (In Press)

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