Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On the estimation of quadratic...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Estimation theory
38
Schätztheorie
38
Theorie
34
Theory
34
Volatility
21
Volatilität
21
Estimation
17
Schätzung
17
Time series analysis
17
Zeitreihenanalyse
17
Correlation
16
Factor analysis
15
Faktorenanalyse
15
Korrelation
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Financial market
12
Finanzmarkt
12
Forecasting model
12
Prognoseverfahren
12
Capital income
9
Kapitaleinkommen
9
Regression analysis
9
Regressionsanalyse
9
Börsenkurs
8
Portfolio selection
8
Portfolio-Management
8
Share price
8
Factor model
7
Optionspreistheorie
6
Robust statistics
6
Robustes Verfahren
6
Ökonometrie
6
ARCH model
5
ARCH-Modell
5
China
5
Econometrics
5
Induktive Statistik
5
Option pricing theory
5
Risikoprämie
5
more ...
less ...
Online availability
All
Undetermined
79
Free
70
Type of publication
All
Article
171
Book / Working Paper
88
Type of publication (narrower categories)
All
Article in journal
57
Aufsatz in Zeitschrift
57
Working Paper
9
Graue Literatur
8
Non-commercial literature
8
Arbeitspapier
7
Collection of articles of several authors
2
Sammelwerk
2
Bibliografie enthalten
1
Bibliography included
1
Forschungsbericht
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
Undetermined
140
English
119
Author
All
Fan, Jianqing
229
Liao, Yuan
22
Yao, Qiwei
19
Fan, Yingying
17
Lv, Jinchi
15
Jiang, Jiancheng
12
Li, Yingying
12
Aït-Sahalia, Yacine
10
Fan, J.
10
Cai, Zongwu
9
Li, Runze
9
Peng, Heng
9
Qi, Lei
9
Xiu, Dacheng
9
Ait-Sahalia, Yacine
8
Huang, Tao
8
Kim, Donggyu
8
Yu, Ke
8
Feng, Yang
6
Hall, Peter
6
Masini, Ricardo
6
Medeiros, Marcelo C.
6
Cai, Jianwen
5
FAN, J.
5
Liu, Han
5
Mancini, Loriano
5
Mincheva, Martina
5
Wang, Yazhen
5
Zhou, Haibo
5
Dai, Wei
4
Ke, Yuan
4
Shi, Xiaofeng
4
Xue, Lirong
4
Yao, Jiawei
4
Zhang, Jingjin
4
Carroll, Raymond J.
3
Gu, Juan
3
Han, Fang
3
Lam, Clifford
3
Li, Kunpeng
3
more ...
less ...
Institution
All
London School of Economics (LSE)
9
arXiv.org
5
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
4
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
National Bureau of Economic Research
2
Cambridge University Press
1
Institut für Schweizerisches Bankwesen <Zürich>
1
National Bureau of Economic Research (NBER)
1
Royal Economic Society
1
more ...
less ...
Published in...
All
Journal of the American Statistical Association : JASA
53
Journal of the American Statistical Association
21
Journal of econometrics
17
Journal of the Royal Statistical Society Series B
11
LSE Research Online Documents on Economics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
6
Papers / arXiv.org
5
The econometrics journal
4
Biometrika
3
MPRA Paper
3
Statistics & Probability Letters
3
Annual review of economics
2
Applied economics letters
2
Emerging markets, finance and trade : EMFT
2
Journal of Business & Economic Statistics
2
Journal of Econometrics
2
Journal of Multivariate Analysis
2
Journal of financial economics
2
Leadership & organization development journal
2
Mimeo series
2
NBER working paper series
2
SFB 373 Discussion Papers
2
Sonderforschungsbereich 373
2
Texto para discussão
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
Annals of the Institute of Statistical Mathematics
1
Annals of the Institute of Statistical Mathematics : AISM
1
Annual Review of Economics
1
Annual Review of Financial Economics, Forthcoming
1
Annual review of financial economics
1
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
1
Biometrics
1
Chicago Booth Research Paper
1
China & world economy
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Econometric theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics Journal
1
Energy Policy
1
more ...
less ...
Source
All
ECONIS (ZBW)
117
RePEc
82
OLC EcoSci
53
BASE
3
EconStor
2
USB Cologne (business full texts)
1
Other ZBW resources
1
more ...
less ...
Showing
1
-
10
of
259
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Local polynominal kernel regression for generalized linear models and quasi-likelihood functions
Fan, Jianqing
;
Heckman, Nancy E.
;
Wand, M. P.
-
1992
Persistent link: https://www.econbiz.de/10000848322
Saved in:
2
Nonparametric function estimation involving errors-in-variables
Fan, Jianqing
;
Truong, Young K.
;
Wang, Yonghua
-
1990
Persistent link: https://www.econbiz.de/10000833999
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
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
Saved in:
5
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:
6
Robust covariance estimation for approximate factor models
Fan, Jianqing
;
Wang, Weichen
;
Zhong, Yiqiao
- In:
Journal of econometrics
208
(
2019
)
1
,
pp. 5-22
Persistent link: https://www.econbiz.de/10012139773
Saved in:
7
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:
8
Special issue on big data
Bai, Jushan
(
ed.
);
Fan, Jianqing
(
ed.
);
Tsay, Ruey S.
(
ed.
)
-
2016
Persistent link: https://www.econbiz.de/10011691674
Saved in:
9
Special issue on big data
Bai, Jushan
;
Fan, Jianqing
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 487-488
Persistent link: https://www.econbiz.de/10011691679
Saved in:
10
Incorporating global industrial classification standard into portfolio allocation : a simple factor-based large covariance matrix : estimator with high-frequency data
Fan, Jianqing
;
Furger, Alex
;
Xiu, Dacheng
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 489-503
Persistent link: https://www.econbiz.de/10011692389
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
