Bernoulli provides a comprehensive account of important developments in the fields of statistics and probability, offering an international forum for both theoretical and applied work.
Chenlei Leng, et al. (2018)
Peter Bühlmann, et al. (1997)
Eugene Seneta, et al. (2013)
Large volatility matrix estimation with factor-based diffusion model for high-frequency financial data
Donggyu Kim, et al. (2018)
Ery Arias-Castro, et al. (2018)