JSM 2017 Online Program

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CC = Baltimore Convention Center, H = Hilton Baltimore
* = applied session ! = JSM meeting theme

Keyword Search Criteria: Large covariance matrix returned 2 record(s)

Sunday, 07/30/2017

Robust High-Dimensional Volatility Matrix Estimation for High-Frequency Factor Model
Jianqing Fan, Princeton University; Donggyu Kim, Princeton University
4:05 PM

Tuesday, 08/01/2017

On Structure Testing for Component Covariance Matrices of a High-Dimensional Mixture
Jianfeng YAO, The University of Hong Kong; Weiming Li, Shanghai University of Finance and Economics
2:55 PM