@inproceedings{jianqing2004an,
title={An introduction to financial econometrics},
author={Jianqing Fan},
url={http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221114110722262947},
booktitle={Department of Operation Research and Financial Engineering, Princeton University, Princeton},
year={2004},
}
Jianqing Fan. An introduction to financial econometrics. 2004. In Department of Operation Research and Financial Engineering, Princeton University, Princeton. http://archive.ymsc.tsinghua.edu.cn/pacm_paperurl/20191221114110722262947.