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Keren Shen
Publication Activity (10 Years)
Years Active: 2019-2019
Publications (10 Years): 1
Top Topics
Wavelet Transform
Missing Data
Low Frequency
Top Venues
Comput. Stat. Data Anal.
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Publications
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Keren Shen
,
Jianfeng Yao
,
Wai Keung Li
On a spiked model for large volatility matrix estimation from noisy high-frequency data.
Comput. Stat. Data Anal.
131 (2019)