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subject:"Stochastischer Prozess"
subject:"Volatility"
~person:"Fan, Jianqing"
~subject:"Estimation theory"
~subject:"Induktive Statistik"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Stochastischer Prozess
Volatility
Estimation theory
Induktive Statistik
Schätztheorie
23
Correlation
8
Korrelation
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Time series analysis
6
Zeitreihenanalyse
6
Regression analysis
5
Regressionsanalyse
5
Volatilität
5
Factor analysis
4
Factor model
4
Faktorenanalyse
4
Estimation
3
Schätzung
3
Statistical distribution
3
Statistische Verteilung
3
ARCH model
2
ARCH-Modell
2
Approximate factor model
2
Forecasting model
2
Linear algebra
2
Lineare Algebra
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Low-rank matrix
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Matrix completion
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Modellierung
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Multivariate Analyse
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Multivariate analysis
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POET
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Portfolio selection
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Portfolio-Management
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Prognoseverfahren
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Scientific modelling
2
Sparsity
2
Statistical inference
2
Statistical test
2
Statistischer Test
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Article in journal
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23
Graue Literatur
5
Non-commercial literature
5
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2
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23
Author
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Fan, Jianqing
Phillips, Peter C. B.
90
Lee, Lung-fei
65
Linton, Oliver
63
Baltagi, Badi H.
62
Li, Qi
59
Andrews, Donald W. K.
50
Newey, Whitney K.
48
Tsionas, Efthymios G.
47
Ullah, Aman
46
Su, Liangjun
44
Kumbhakar, Subal
39
Robinson, Peter M.
39
Gao, Jiti
38
Ohtani, Kazuhiro
38
Wooldridge, Jeffrey M.
38
Pesaran, M. Hashem
37
McAleer, Michael
36
Chen, Songnian
35
Simar, Léopold
35
White, Halbert
34
Bera, Anil K.
33
Horowitz, Joel
33
Parmeter, Christopher F.
33
Gouriéroux, Christian
32
Hahn, Jinyong
32
Perron, Pierre
32
Hsiao, Cheng
31
Lütkepohl, Helmut
31
Bai, Jushan
30
Cai, Zongwu
30
Fan, Yanqin
30
Krämer, Walter
30
Chen, Xiaohong
28
Giles, David E. A.
28
Westerlund, Joakim
28
Zhang, Xinyu
27
Florens, Jean-Pierre
26
Hansen, Bruce E.
26
Leybourne, Stephen James
26
Racine, Jeffrey
26
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Journal of the American Statistical Association : JASA
9
Journal of econometrics
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
The econometrics journal
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
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ECONIS (ZBW)
23
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1
Optimal covariate balancing conditions in propensity score estimation
Fan, Jianqing
;
Imai, Kosuke
;
Lee, Inbeom
;
Liu, Han
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10013540648
Saved in:
2
Bayesian factor-adjusted sparse regression
Fan, Jianqing
;
Jiang, Bai
;
Sun, Qiang
- In:
Journal of econometrics
230
(
2022
)
1
,
pp. 3-19
Persistent link: https://www.econbiz.de/10013441909
Saved in:
3
Factor-adjusted regularized model selection
Fan, Jianqing
;
Ke, Yuan
;
Wang, Kaizheng
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 71-85
Persistent link: https://www.econbiz.de/10012439637
Saved in:
4
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:
5
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:
6
Structured volatility matrix estimation for non-synchronized high-frequency financial data
Fan, Jianqing
;
Kim, Donggyu
- In:
Journal of econometrics
209
(
2019
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10012302521
Saved in:
7
Generalized high-dimensional trace regression via nuclear norm regularization
Fan, Jianqing
;
Gong, Wenyan
;
Zhu, Ziwei
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 177-202
Persistent link: https://www.econbiz.de/10012303917
Saved in:
8
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:
9
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:
10
Power enhancement in high-dimensional cross-sectional tests
Fan, Jianqing
;
Liao, Yuan
;
Yao, Jiawei
- In:
Econometrica : journal of the Econometric Society, an …
83
(
2015
)
4
,
pp. 1497-1541
Persistent link: https://www.econbiz.de/10011405086
Saved in:
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