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subject:"Forecasting model"
~isPartOf:"The econometrics journal"
~person:"Fan, Jianqing"
~subject:"Schätztheorie"
~subject:"Sparse matrix"
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Forecasting model
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Fan, Jianqing
Baltagi, Badi H.
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The econometrics journal
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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
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2
Semiparametric estimation of value at risk
Fan, Jianqing
;
Gu, Juan
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 261-290
Persistent link: https://www.econbiz.de/10001831243
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