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Nonparametric regression with errors in variables
Fan, Jianqing; Truong, Young K. - 1990
Persistent link: https://www.econbiz.de/10000815083
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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
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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
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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
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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
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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
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Nonparametric independence screening in sparse ultra-high-dimensional additive models
Fan, Jianqing; Yang, Feng; Song, Rui - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 544-557
Persistent link: https://www.econbiz.de/10009267689
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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
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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
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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