activity
20132023
most citedSpherical Hamiltonian Monte Carlo for Constrained Target Distributions

41 citations · 51 across the 5 of their papers we have counts for

collaborators
Showing 2023Show all

2 papers · 1 filter

econ.EM2023★ 1 cited

Real-Time Detection of Local No-Arbitrage Violations

Torben G. Andersen, Viktor Todorov, Bo Zhou

This paper focuses on the task of detecting local episodes involving violation of the standard Itô semimartingale assumption for financial asset prices in real time that might indu…

econ.EM2023

Semiparametrically Optimal Cointegration Test

Bo Zhou

This paper aims to address the issue of semiparametric efficiency for cointegration rank testing in finite-order vector autoregressive models, where the innovation distribution is…