Statistics Theory and Methods

[26] 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
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[27] 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
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[28] 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Unpublished paper: Bendheim Center for Finance, Princeton University
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[29] Large panel test of factor pricing models

Jianqing Fan Yuan Liao Jiawei Yao

Statistics Theory and Methods mathscidoc:1912.43434

2013.4
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[30] The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency. February 5, 2013

Yacine Ait-Sahalia Jianqing Fan Yingying Li

Statistics Theory and Methods mathscidoc:1912.43433

Princeton University, USA and Hong Kong University of Science and Technology, HKSAR Extent and terms of a thesis are specified in directions for its elaboration that are opened to the public on the web sites of the faculty
[ Download ] [ 2019-12-21 11:44:10 uploaded by Jianqing_Fan ] [ 16 downloads ] [ 0 comments ] [ Abstract ] [ Full ]
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