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Publication DateArticle TitleAuthor(s)
Aug-2013Constructing sublinear expectations on path spaceNutz, Marcel; van Handel, Ramon
Nov-2012On the exchange of intersection and supremum of σ-fields in filtering theoryvan Handel, Ramon
Oct-2016What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk?Fan, Jianqing; Imerman, Michael B; Dai, Wei
Oct-2016Robust inference of risks of large portfoliosFan, Jianqing; Han, Fang; Liu, Han; Vickers, Byron
1-Nov-2016Guarding against spurious discoveries in high dimensionsFan, J; Zhou, WX
Feb-2016Projected principal component analysis in factor modelsFan, Jianqing; Liao, Yuan; Wang, Weichen
2-Jul-2016Conditional Sure Independence ScreeningBarut, Emre; Fan, Jianqing; Verhasselt, Anneleen
Dec-2014Covariate assisted screening and estimationKe, Zheng Tracy; Jin, Jiashun; Fan, Jianqing
3-Jul-2014Spatially Varying Coefficient Model for Neuroimaging Data With Jump DiscontinuitiesZhu, Hongtu; Fan, Jianqing; Kong, Linglong
Sep-2013Large covariance estimation by thresholding principal orthogonal complementsFan, Jianqing; Liao, Yuan; Mincheva, Martina