Browsing by Author Liao, Yuan
Showing results 1 to 7 of 7
| Publication Date | Article Title | Author(s) |
|---|---|---|
| 22-Mar-2016 | Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk Premia | Fan, Jianqing; Ke, Yuan; Liao, Yuan |
| Jun-2014 | Endogeneity in high dimensions | Fan, Jianqing; Liao, Yuan |
| Sep-2013 | Large covariance estimation by thresholding principal orthogonal complements | Fan, Jianqing; Liao, Yuan; Mincheva, Martina |
| Feb-2016 | An overview of the estimation of large covariance and precision matrices | Fan, Jianqing; Liao, Yuan; Liu, Han |
| 2015 | Power Enhancement in High-Dimensional Cross-Sectional Tests | Fan, Jianqing; Liao, Yuan; Yao, Jiawei |
| Feb-2016 | Projected principal component analysis in factor models | Fan, Jianqing; Liao, Yuan; Wang, Weichen |
| Jun-2015 | Risks of large portfolios | Fan, Jianqing; Liao, Yuan; Shi, Xiaofeng |