Keren Shen

According to our database, Keren Shen authored at least 1 paper in 2019.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2019

On a spiked model for large volatility matrix estimation from noisy high-frequency data.

Keren Shen, Jianfeng Yao, Wai Keung Li

Comput. Stat. Data Anal., 2019