Xiaolei Xie

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Papers (2)

1. The eigenvalues of the sample covariance matrix of a multivariate heavy-tailed stochastic volatility model math.PR · 2016 · author #4
2. Extreme value analysis for the sample autocovariance matrices of heavy-tailed multivariate time series math.ST · 2016 · author #4

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Frequent Coauthors

• Thomas Mikosch 2 shared papers
• Anja Jan{\ss}en 1 shared papers
• Johannes Heiny 1 shared papers
• Mohsen Rezapour 1 shared papers
• Richard Davis 1 shared papers