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Multi-scale jump and volatilit...
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1
Nonparametric function estimation involving errors-in-variables
Fan, Jianqing
;
Truong, Young K.
;
Wang, Yonghua
-
1990
Persistent link: https://www.econbiz.de/10000833999
Saved in:
2
On the estimation of quadratic functions
Fan, Jianqing
-
1989
Persistent link: https://www.econbiz.de/10000802614
Saved in:
3
Nonparametric regression with errors in variables
Fan, Jianqing
;
Truong, Young K.
-
1990
Persistent link: https://www.econbiz.de/10000815083
Saved in:
4
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
Saved in:
5
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:
6
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:
7
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:
8
Analysis of longitudinal data with semiparametric estimation of covariance function
Fan, Jianqing
;
Huang, Tao
;
Li, Runze
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
478
,
pp. 632-641
Persistent link: https://www.econbiz.de/10003490446
Saved in:
9
Option pricing with model-guided nonparametric methods
Fan, Jianqing
;
Mancini, Loriano
- In:
Journal of the American Statistical Association : JASA
104
(
2009
)
488
,
pp. 1351-1372
Persistent link: https://www.econbiz.de/10003992951
Saved in:
10
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:
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