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Theory and Methods - Comment - Quantile Autoregression
Fan, Jianqing; Fan, Yingying - In: Journal of the American Statistical Association : JASA 101 (2006) 475, pp. 991-993
Persistent link: https://www.econbiz.de/10007292906
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Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection
Fan, Jianqing; Li, Yingying; Yu, Ke - In: Journal of the American Statistical Association : JASA 107 (2012) 497, pp. 412-429
Persistent link: https://www.econbiz.de/10009981416
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THE LEVERAGE EFFECT PUZZLE: DISENTANGLING SOURCES OF BIAS AT HIGH FREQUENCY
Ait-Sahalia, Yacine; Fan, Jianqing; Li, Yingying - 2011
Persistent link: https://www.econbiz.de/10009833031
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Sparse high-dimensional models in economics
Fan, Jianqing; Lv, Jinchi; Qi, Lei - In: Annual review of economics 3 (2011), pp. 291-317
Persistent link: https://www.econbiz.de/10009904926
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Vast Portfolio Selection With Gross-Exposure Constraints
Fan, Jianqing; Zhang, Jingjin; Yu, Ke - In: Journal of the American Statistical Association : JASA 107 (2012) 498, pp. 592-607
Persistent link: https://www.econbiz.de/10009997398
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Nonparametric Independence Screening in Sparse Ultra-High-Dimensional Additive Models
Fan, Jianqing; Feng, Yang; Song, Rui - In: Journal of the American Statistical Association : JASA 106 (2011) 494, pp. 544-558
Persistent link: https://www.econbiz.de/10009257524
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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. 331-345
Persistent link: https://www.econbiz.de/10009291422
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High dimensional covariance matrix estimation using a factor model
Fan, Jianqing; Fan, Yingying; Lv, Jinchi - In: Journal of econometrics 147 (2008) 1, pp. 186-198
Persistent link: https://www.econbiz.de/10008898195
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Estimating False Discovery Proportion Under Arbitrary Covariance Dependence
Fan, Jianqing; Han, Xu; Gu, Weijie - In: Journal of the American Statistical Association : JASA 107 (2012) 499, pp. 1019-1036
Persistent link: https://www.econbiz.de/10010028412
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Rejoinder
Fan, Jianqing; Han, Xu; Gu, Weijie - In: Journal of the American Statistical Association : JASA 107 (2012) 499, pp. 1046-1049
Persistent link: https://www.econbiz.de/10010028417