research
Academic papers
Ensemble Binary Segmentation for irregularly spaced data with change-points. Karolos Korkas (2021). Journal of the Korean Statistical Society. With supplement.
High-dimensional GARCH process segmentation with an application to Value-at-Risk. Haeran Cho and Karolos Korkas (2021). Forthcoming in Econometrics and Statistics.
Multiple change-point detection for non-stationary time series using Wild Binary Segmentation . Karolos Korkas and P. Fryzlewicz (2017). Statistica Sinica, 27, 287-311
Asset Pricing with Dynamic CAPM: An Application to 49 US Industry Portfolios. Karolos Korkas (2010) Proceedings of 3rd International Conference on Accounting and Finance 2010
PhD Thesis
Randomised and L1-penalty approaches to segmentation in time series and regression models. London School of Economics 2014.
Google Scholar
See my Google Scholar page here.