System Risks In Information-Rich Environments: Monitoring For Safe And Cost-Effective Operation (Bridging The Gap) / RA4505

Project: Research - Internally Allocated

Project Details

StatusFinished
Effective start/end date24/11/09 → 30/04/10

Funding

  • EPSRC (Engineering and Physical Sciences Research Council)

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  • 1 Conference contribution book

  • Estimating factor models for multivariate volatilities: an innovation expansion method

    Pan, J., Polonik, W. & Yao, Q., 30 Sept 2010, Proceedings of COMPSTAT 2010. Lechevallier, L. & Saporta, G. (eds.). Heidelberg, p. 305-314 10 p. (A Physica Verlag Heidelberg product).

    Research output: Chapter in Book/Report/Conference proceeding › Conference contribution book

    4 Citations (Scopus)
    84 Downloads (Pure)