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Items where Author is "Rice, Gregory"

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Number of items: 4.

Article

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. ISSN 1368-4221

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. ISSN 0047-259X

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. 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, 36 (3). pp. 1023-1038. ISSN 0169-2070

This list was generated on Thu May 19 03:13:32 2022 BST.