Keren Shen

Identifiers

• name variant Keren Shen 0.60 · backfill

Papers (3)

1. On a spiked model for large volatility matrix estimation from noisy high-frequency data stat.ME · 2017 · author #1
2. On the Surprising Explanatory Power of Higher Realized Moments in Practice stat.AP · 2016 · author #1
3. Forecasting High-Dimensional Realized Volatility Matrices Using A Factor Model stat.AP · 2015 · author #1

Mentions

• 1504.03454 #1 · backfill · confidence 0.70 Keren Shen

Frequent Coauthors

• Jianfeng Yao 3 shared papers
• Wai Keung Li 3 shared papers