Author of the publication

Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory

. Journal of Economic Dynamics and Control, 32 (1): 279--302 (January 2008)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

 

Other publications of authors with the same name

Econophysics: financial time series from a statistical physics point of view, , , , and . Physica A: Statistical Mechanics and its Applications, 279 (1-4): 443--456 (May 1, 2000)Large stock price changes: volume or liquidity?, and . Quantitative Finance, 6 (1): 7--14 (2006)Locating Information in Large Language Models via Random Matrix Theory., , and . CoRR, (2024)Topological gap protocol based machine learning optimization of Majorana hybrid wires., and . CoRR, (2023)Machine learning optimization of Majorana hybrid nanowires., and . CoRR, (2022)Random magnets and correlations of stock price fluctuations, , , and . Physica A: Statistical Mechanics and its Applications, 314 (1-4): 762--767 (Nov 1, 2002)Determining the optimal dimensionality of multivariate volatility models with tools from random matrix theory. Journal of Economic Dynamics and Control, 32 (1): 279--302 (January 2008)Competition between d-wave and topological p-wave superconductivity in the doped Kitaev-Heisenberg model, , , and . (2011)cite arxiv:1109.6681 Comment: references added, 4+epsilon pages, 5 figures.Analyzing Neural Scaling Laws in Two-Layer Networks with Power-Law Data Spectra., and . ICLR, OpenReview.net, (2025)Dynamics of cross-correlations in the stock market, , , and . Physica A: Statistical Mechanics and its Applications, 324 (1-2): 241--246 (Jun 1, 2003)