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An overview of the estimation...
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Theorie
Theory
51
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48
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24
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24
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24
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24
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51
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Fan, Jianqing
33
Liao, Yuan
20
Lee, Sokbae
4
Li, Yingying
4
Liu, Han
4
Seo, Myung Hwan
4
Shin, Youngki
4
Li, Kunpeng
3
Simoni, Anna
3
Yang, Xiye
3
Yao, Qiwei
3
Ait-Sahalia, Yacine
2
Aït-Sahalia, Yacine
2
Cheng, Mingmian
2
Fan, Yingying
2
Han, Fang
2
Hansen, Christian Bailey
2
Ke, Yuan
2
Kim, Donggyu
2
Shi, Xiaofeng
2
Song, Haiyan
2
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2
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2
Xue, Lingzhou
2
Yao, Jiawei
2
Au, Kevin Y.
1
Bai, Jessie
1
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1
Cheng, Ming-Yen
1
Chou, Qiang
1
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1
Fan, Jianping
1
Fan, Jiaxin
1
Fan, Wei
1
Gao, Liang
1
Gu, Juan
1
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Journal of econometrics
8
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3
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3
Journal of travel research : a quarterly publication of the Travel and Tourism Research Association
2
The econometrics journal
2
Annual Review of Financial Economics, Forthcoming
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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ECONIS (ZBW)
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1
Robust inference of risks of large portfolios
Fan, Jianqing
;
Han, Fang
;
Liu, Han
;
Vickers, Byron
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10011705149
Saved in:
2
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:
3
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
4
Recent developments in factor models and applications in econometric learning
Fan, Jianqing
;
Li, Kunpeng
;
Liao, Yuan
- In:
Annual review of financial economics
13
(
2021
),
pp. 401-430
Persistent link: https://www.econbiz.de/10012795259
Saved in:
5
Nonparametric function estimation involving errors-in-variables
Fan, Jianqing
;
Truong, Young K.
;
Wang, Yonghua
-
1990
Persistent link: https://www.econbiz.de/10000833999
Saved in:
6
On the estimation of quadratic functions
Fan, Jianqing
-
1989
Persistent link: https://www.econbiz.de/10000802614
Saved in:
7
Nonparametric regression with errors in variables
Fan, Jianqing
;
Truong, Young K.
-
1990
Persistent link: https://www.econbiz.de/10000815083
Saved in:
8
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:
9
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:
10
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
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