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isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Finance research letters"
~person:"Fan, Jianqing"
~subject:"Correlation"
~subject:"Theorie"
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Fan, Jianqing
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
Journal of econometrics
5
Journal of the American Statistical Association : JASA
4
Mimeo series
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The econometrics journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
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