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Multi-scale jump and volatilit...
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Theorie
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Fan, Jianqing
33
Liao, Yuan
6
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4
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4
Wang, Yazhen
4
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3
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3
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2
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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
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:
5
Testing and detecting jumps based on a discretely observed process
Fan, Yingying
;
Fan, Jianqing
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 331-344
Persistent link: https://www.econbiz.de/10009301902
Saved in:
6
Risks of large portfolios
Fan, Jianqing
;
Liao, Yuan
;
Shi, Xiaofeng
- In:
Journal of econometrics
186
(
2015
)
2
,
pp. 367-387
Persistent link: https://www.econbiz.de/10011349458
Saved in:
7
The leverage effect puzzle : disentangling sources of bias at high frequency
Aït-Sahalia, Yacine
;
Fan, Jianqing
;
Li, Yingying
- In:
Journal of financial economics
109
(
2013
)
1
,
pp. 224-249
Persistent link: https://www.econbiz.de/10009765821
Saved in:
8
To how many simultaneous hypothesis test can normal, student's t or bootstrap calibration be applied?
Fan, Jianqing
;
Hall, Peter
;
Yao, Qiwei
- In:
Journal of the American Statistical Association : JASA
102
(
2007
)
480
,
pp. 1282-1288
Persistent link: https://www.econbiz.de/10003625873
Saved in:
9
Modelling multivariate volatilities via conditionally uncorrelated components
Fan, Jianqing
(
contributor
);
Wang, Mingjin
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003164853
Saved in:
10
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
Saved in:
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