Statistics Theory and Methods

[26] Structured volatility matrix estimation for non-synchronized high-frequency financial data

Jianqing Fan Donggyu Kim

Statistics Theory and Methods mathscidoc:1912.43438

Journal of Econometrics, 209, (1), 61-78, 2019.3
[ Download ] [ 2019-12-21 11:44:26 uploaded by Jianqing_Fan ] [ 127 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[27] Adaptive Huber Regression on Markov-dependent Data

Jianqing Fan Yongyi Guo Bai Jiang

Statistics Theory and Methods mathscidoc:1912.43437

arXiv preprint arXiv:1904.09027, 2019.4
[ Download ] [ 2019-12-21 11:44:22 uploaded by Jianqing_Fan ] [ 65 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[28] New inference concepts for analysing complex data

Jianqing Fan Klaus-Robert Mller Vladimir Spokoiny

Statistics Theory and Methods mathscidoc:1912.43436

Mathematisches Forschungsinstitut Oberwolfach, 52, 2005.9
[ Download ] [ 2019-12-21 11:44:18 uploaded by Jianqing_Fan ] [ 55 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[29] Asset allocation with gross exposure constraints for vast portfolios

Jianqing Fan Jingjin Zhang Ke Yu

Statistics Theory and Methods mathscidoc:1912.43435

Unpublished paper: Bendheim Center for Finance, Princeton University
[ Download ] [ 2019-12-21 11:44:16 uploaded by Jianqing_Fan ] [ 18 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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[30] Large panel test of factor pricing models

Jianqing Fan Yuan Liao Jiawei Yao

Statistics Theory and Methods mathscidoc:1912.43434

2013.4
[ Download ] [ 2019-12-21 11:44:12 uploaded by Jianqing_Fan ] [ 54 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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