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Fan, Jianqing
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Journal of econometrics
Journal of the American Statistical Association : JASA
55
Journal of the American Statistical Association
22
Journal of the Royal Statistical Society Series B
11
LSE Research Online Documents on Economics
9
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Statistics & Probability Letters
7
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
6
Papers / arXiv.org
5
The econometrics journal
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Biometrika
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Econometric theory
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Journal of Multivariate Analysis
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Annual review of economics
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of Business & Economic Statistics
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Journal of Econometrics
2
Journal of financial economics
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Journal of urban economics
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KAIST College of Business Working Paper Series
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KAIST College of Business Working Paper Series No
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Sonderforschungsbereich 373
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Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
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Annals of the Institute of Statistical Mathematics : AISM
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Annual Review of Financial Economics, Forthcoming
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Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University
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1
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
Saved in:
2
High dimensional covariance matrix estimation using a factor model
Fan, Jianqing
;
Fan, Yingying
;
Lv, Jinchi
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 186-197
Persistent link: https://www.econbiz.de/10003783799
Saved in:
3
Sufficient forecasting using factor models
Fan, Jianqing
;
Xue, Lingzhou
;
Yao, Jiawei
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 292-306
Persistent link: https://www.econbiz.de/10011920495
Saved in:
4
Robust inference of risks of large portfolios
Fan, Jianqing
;
Han, Fang
;
Liu, Han
;
Vickers, Byron
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10011705149
Saved in:
5
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
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
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:
9
Augmented factor models with applications to validating market risk factors and forecasting bond risk premia
Fan, Jianqing
;
Ke, Yuan
;
Liao, Yuan
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 269-294
Persistent link: https://www.econbiz.de/10012619418
Saved in:
10
A projection-based conditional dependence measure with applications to high-dimensional undirected graphical models
Fan, Jianqing
;
Feng, Yang
;
Xia, Lucy
- In:
Journal of econometrics
218
(
2020
)
1
,
pp. 119-139
Persistent link: https://www.econbiz.de/10012482935
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