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subject:"India"
~accessRights:"restricted"
~person:"Fan, Jianqing"
~subject:"Correlation"
~subject:"Factor analysis"
~subject:"Stochastischer Prozess"
~type_genre:"Aufsatz in Zeitschrift"
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9
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4
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4
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4
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4
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2
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Fan, Jianqing
Bai, Jushan
7
Todorov, Viktor
6
Li, Jia
5
Linton, Oliver
5
Phillips, Peter C. B.
5
Westerlund, Joakim
5
Bauwens, Luc
4
Gao, Jiti
4
Hafner, Christian M.
4
Kim, Donggyu
4
Li, Kunpeng
4
Maheswaran, S.
4
Park, Joon Y.
4
Tauchen, George Eugene
4
Tsionas, Efthymios G.
4
Ando, Tomohiro
3
Baltagi, Badi H.
3
Buccheri, Giuseppe
3
Cai, Jun
3
Cui, Guowei
3
Cui, Zhenyu
3
Fosten, Jack
3
Han, Xu
3
He, Yong
3
Horrace, William C.
3
Jin, Zequn
3
John, Joice
3
Karabiyik, Hande
3
Kong, Xinbing
3
Koopman, Siem Jan
3
Kristensen, Dennis
3
Lam, Henry
3
Li, Degui
3
Li, Dong
3
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3
Ling, Shiqing
3
Lu, Lina
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3
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3
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1
The econometrics journal
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ECONIS (ZBW)
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1
Factor-adjusted regularized model selection
Fan, Jianqing
;
Ke, Yuan
;
Wang, Kaizheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 71-85
Persistent link: https://www.econbiz.de/10012439637
Saved in:
2
Robust covariance estimation for approximate factor models
Fan, Jianqing
;
Wang, Weichen
;
Zhong, Yiqiao
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 5-22
Persistent link: https://www.econbiz.de/10012139773
Saved in:
3
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
4
An overview of the estimation of large covariance and precision matrices
Fan, Jianqing
;
Liao, Yuan
;
Liu, Han
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10011487485
Saved in:
5
Incorporating global industrial classification standard into portfolio allocation : a simple factor-based large covariance matrix : estimator with high-frequency data
Fan, Jianqing
;
Furger, Alex
;
Xiu, Dacheng
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 489-503
Persistent link: https://www.econbiz.de/10011692389
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