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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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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
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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/10008328382
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High-Frequency Covariance Estimates With Noisy and Asynchronous Financial Data
Aït-Sahalia, Yacine; Fan, Jianqing; Xiu, Dacheng - In: Journal of the American Statistical Association : JASA 105 (2010) 492, pp. 1504-1518
Persistent link: https://www.econbiz.de/10008819024
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A reexamination of diffusion estimators with applications to financial model validdation
Fan, Jianqing; Zhang, Chunming - In: Journal of the American Statistical Association : JASA 98 (2003) 461, pp. 118-134
Persistent link: https://www.econbiz.de/10001754536
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Semilinear high-dimensional model for normalization of microarray data : a theoretical analysis and partial consistency
Fan, Jianqing; Peng, Heng; Huang, Tao - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 781-813
Persistent link: https://www.econbiz.de/10003107654
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Nonparametric inferences for additive models
Fan, Jianqing; Jiang, Jiancheng - In: Journal of the American Statistical Association : JASA 100 (2005) 471, pp. 890-907
Persistent link: https://www.econbiz.de/10003107771
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New estimation and model selection procedures for semiparametric modeling in longitudinal data analysis
Fan, Jianqing; Li, Runze - In: Journal of the American Statistical Association : JASA 99 (2004) 467, pp. 710-723
Persistent link: https://www.econbiz.de/10002242095
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Option pricing with model-guided nonparametric methods
Fan, Jianqing; Mancini, Loriano - In: Journal of the American Statistical Association : JASA 104 (2009) 488, pp. 1351-1372
Persistent link: https://www.econbiz.de/10003992951
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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. 544-557
Persistent link: https://www.econbiz.de/10009267689