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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
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Semiparametric estimation of value at risk
Fan, Jianqing; Gu, Juan - In: The econometrics journal 6 (2003) 2, pp. 261-290
Persistent link: https://www.econbiz.de/10001831243
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Royal Economic Society Annual Conference 2008 : special issue on financial econometrics
Fan, Jianqing (contributor); Smith, Richard J. (contributor) - 2009
Persistent link: https://www.econbiz.de/10003913779
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Semiparametric estimation of Value at Risk
Fan, Jianqing; Gu, Juan - In: The econometrics journal 6 (2003) 2, pp. 261-290
Persistent link: https://www.econbiz.de/10007458523