//--> //--> //--> //-->
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
Retain my current filters
subject:"Volatility"
type_genre:"Article in journal"
~person:"Fan, Jianqing"
~subject:"Regression analysis"
~subject:"Statistical test"
~type_genre:"Übersichtsarbeit"
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
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Regression analysis
Statistical test
Estimation theory
23
Schätztheorie
23
Correlation
8
Korrelation
8
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Time series analysis
6
Zeitreihenanalyse
6
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
Induktive Statistik
2
Linear algebra
2
Lineare Algebra
2
Low-rank matrix
2
Matrix completion
2
Modellierung
2
Multivariate Analyse
2
Multivariate analysis
2
POET
2
Portfolio selection
2
Portfolio-Management
2
Prognoseverfahren
2
Scientific modelling
2
Sparsity
2
Statistical inference
2
Statistischer Test
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
Übersichtsarbeit
Aufsatz in Zeitschrift
11
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
11
Author
All
Fan, Jianqing
Phillips, Peter C. B.
28
Su, Liangjun
24
Linton, Oliver
21
Cai, Zongwu
20
Baltagi, Badi H.
17
Kumar, Dilip
16
Li, Qi
15
Bera, Anil K.
14
Chen, Songnian
14
Maheswaran, S.
14
Escanciano, Juan Carlos
13
Perron, Pierre
13
Li, Jia
12
Todorov, Viktor
12
Westerlund, Joakim
12
Shi, Xiaoxia
11
Sun, Yiguo
11
Tu, Yundong
11
White, Halbert
11
Xiao, Zhijie
11
Chernozhukov, Victor
10
Demetrescu, Matei
10
Dufour, Jean-Marie
10
Francq, Christian
10
Gao, Jiti
10
Hansen, Christian Bailey
10
Henderson, Daniel J.
10
Kapetanios, George
10
Park, Joon Y.
10
Parmeter, Christopher F.
10
Robinson, Peter M.
10
Sun, Yixiao
10
Tauchen, George Eugene
10
Andrews, Donald W. K.
9
Florens, Jean-Pierre
9
Galvão Júnior, Antônio Fialho
9
Ghysels, Eric
9
Hansen, Bruce E.
9
Kleibergen, Frank
9
more ...
less ...
Published in...
All
Journal of the American Statistical Association : JASA
5
Journal of econometrics
4
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
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Aggregation of nonparametric estimators for volatility matrix
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 321-357
Persistent link: https://www.econbiz.de/10003518410
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->