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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
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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
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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
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Rural-urban migration and dynamics of income distribution in China : a non-parametric approach
Liu, Yong; Wei Zou - In: China & world economy 19 (2011) 6, pp. 37-55
Persistent link: https://www.econbiz.de/10009408530
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Bayesian estimation of possibly similar yield densities : implications for rating crop insurance contracts
Ker, Alan P.; Tolhurst, Tor N.; Liu, Yong - In: American journal of agricultural economics 98 (2016) 2, pp. 360-382
Persistent link: https://www.econbiz.de/10011595810