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subject:"Prognoseverfahren"
subject:"Regression analysis"
~isPartOf:"Insurance / Mathematics & economics"
~isPartOf:"Journal of econometrics"
~person:"Fan, Jianqing"
~person:"Kim, Donggyu"
~subject:"Portfolio selection"
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Search: subject_exact:"Estimation theory"
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Prognoseverfahren
Regression analysis
Portfolio selection
Estimation theory
10
Schätztheorie
10
Time series analysis
6
Zeitreihenanalyse
6
Estimation
5
Schätzung
5
Volatility
5
Volatilität
5
Börsenkurs
4
Factor model
4
Share price
4
ARCH model
3
ARCH-Modell
3
Correlation
3
Forecasting model
3
Korrelation
3
Sparsity
3
Analysis
2
Factor analysis
2
Faktorenanalyse
2
Financial market
2
Finanzmarkt
2
GARCH
2
Mathematical analysis
2
Matrix completion
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
POET
2
Quasi-maximum likelihood estimator
2
Regressionsanalyse
2
Stochastic differential equation
2
Stochastic process
2
Stochastischer Prozess
2
Adaptive thresholding
1
Approximate factor model
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian sparse regression
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Fan, Jianqing
Kim, Donggyu
Chen, Songnian
8
Linton, Oliver
8
Lee, Ji Hyung
6
Phillips, Peter C. B.
6
Su, Liangjun
6
Sun, Yiguo
6
Tu, Yundong
6
Cai, Zongwu
5
Li, Degui
5
Li, Qi
5
Robinson, Peter M.
5
Taylor, Robert
5
Breunig, Christoph
4
Demetrescu, Matei
4
Fan, Yanqin
4
Florens, Jean-Pierre
4
Hansen, Christian Bailey
4
Mammen, Enno
4
Sasaki, Yuya
4
Simoni, Anna
4
White, Halbert
4
Xu, Ke-Li
4
Yu, Ping
4
Andersen, Torben
3
Bertanha, Marinho
3
Corradi, Valentina
3
Escanciano, Juan Carlos
3
Francq, Christian
3
Galvão Júnior, Antônio Fialho
3
Gao, Jiti
3
Georgiev, Iliyan
3
Kim, Jihyun
3
Lee, Jungyoon
3
Li, Runze
3
Li, Yingying
3
Liu, Ruixuan
3
Malikov, Emir
3
McCracken, Michael W.
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Insurance / Mathematics & economics
Journal of econometrics
Journal of the American Statistical Association : JASA
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Chicago Booth Research Paper
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
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ECONIS (ZBW)
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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
Volatility analysis with realized GARCH-Itô models
Song, Xinyu
;
Kim, Donggyu
;
Yuan, Huiling
;
Cui, Xiangyu
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 393-410
Persistent link: https://www.econbiz.de/10012619433
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
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:
5
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:
6
High dimensional covariance matrix estimation using a factor model
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 186-197
Persistent link: https://www.econbiz.de/10003783799
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