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subject:"Monte-Carlo-Simulation"
subject:"Panel study"
~person:"Fan, Jianqing"
~subject:"Regressionsanalyse"
~subject:"Volatilität"
~type:"article"
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Fan, Jianqing
Baltagi, Badi H.
46
Su, Liangjun
37
Phillips, Peter C. B.
28
Westerlund, Joakim
22
Li, Qi
20
Linton, Oliver
20
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19
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19
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16
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15
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14
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14
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13
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13
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13
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12
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12
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12
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12
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11
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10
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Journal of the American Statistical Association : JASA
5
Journal of econometrics
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
10
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1
Bayesian factor-adjusted sparse regression
Fan, Jianqing
;
Jiang, Bai
;
Sun, Qiang
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 3-19
Persistent link: https://www.econbiz.de/10013441909
Saved in:
2
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:
3
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
4
Generalized high-dimensional trace regression via nuclear norm regularization
Fan, Jianqing
;
Gong, Wenyan
;
Zhu, Ziwei
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 177-202
Persistent link: https://www.econbiz.de/10012303917
Saved in:
5
Nonparametric independence screening in sparse ultra-high-dimensional additive models
Fan, Jianqing
;
Yang, Feng
;
Song, Rui
- In:
Journal of the American Statistical Association : JASA
106
(
2011
)
494
,
pp. 544-557
Persistent link: https://www.econbiz.de/10009267689
Saved in:
6
Nonparametric transition-based tests for jump diffusions
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Peng, Heng
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
487
,
pp. 1102-1116
Persistent link: https://www.econbiz.de/10003902802
Saved in:
7
Partially linear hazard regression for multivariate survival data
Cai, Jianwen
;
Fan, Jianqing
;
Jiang, Jiancheng
;
Zhou, Haibo
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
478
,
pp. 538-551
Persistent link: https://www.econbiz.de/10003490396
Saved in:
8
Dynamic integration of time- and state-domain methods for volatility estimation
Fan, Jianqing
;
Fan, Yingying
;
Jiang, Jiancheng
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
478
,
pp. 619-631
Persistent link: https://www.econbiz.de/10003490437
Saved in:
9
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
Saved in:
10
Nonparametric inferences for additive models
Fan, Jianqing
;
Jiang, Jiancheng
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
471
,
pp. 890-907
Persistent link: https://www.econbiz.de/10003107771
Saved in:
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