Browsing by Author Fan, Jianqing
Showing results 44 to 47 of 47
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| Publication Date | Article Title | Author(s) |
|---|---|---|
| Jan-2012 | Variance estimation using refitted cross-validation in ultrahigh dimensional regression | Fan, Jianqing; Guo, Shaojun; Hao, Ning |
| Jun-2012 | Vast Portfolio Selection With Gross-Exposure Constraints | Fan, Jianqing; Zhang, Jingjin; Yu, Ke |
| Mar-2012 | Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection | Fan, Jianqing; Li, Yingying; Yu, Ke |
| Oct-2016 | What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk? | Fan, Jianqing; Imerman, Michael B; Dai, Wei |