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- 2023
-
Mark
GENERALIZED INFORMATION CRITERIA FOR SPARSE STATISTICAL JUMP MODELS
2023) p.68-78(
- Chapter in Book/Report/Conference proceeding › Book chapter
-
Mark
What drives cryptocurrency returns? A sparse statistical jump model approach
2023) In Digital Finance(
- Contribution to journal › Article
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Mark
What drives cryptocurrency returns? A sparse statistical jump model approach
2023) 6th International Conference on Econometrics and Statistics(
- Contribution to conference › Abstract
-
Mark
What Drives Cryptocurrency Returns? A Sparse Statistical Jump Model Approach
2023) 29th Nordic Conference in Mathematical Statistics(
- Contribution to conference › Abstract
- 2021
-
Mark
Feature selection in jump models
(
- Contribution to journal › Article