Richard Y. Chen

Available identifiers

zbMath Open chen.richard-yuhuaMaRDI QIDQ2398976

List of research outcomes

Publication	Date of Publication	Type
Model-free approaches to discern non-stationary microstructure noise and time-varying liquidity in high-frequency data	2017-08-21	Paper
Matrix concentration inequalities via the method of exchangeable pairs	2014-05-19	Paper
Subadditivity of matrix \(\phi\)-entropy and concentration of random matrices	2014-05-02	Paper
The masked sample covariance estimator: an analysis using matrix concentration inequalities	2014-01-06	Paper
The Masked Sample Covariance Estimator: An Analysis via Matrix Concentration Inequalities	2011-09-08	Paper

Research outcomes over time

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