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Publication DateArticle TitleAuthor(s)
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
2-Jan-2016Feature Augmentation via Nonparametrics and Selection (FANS) in High-Dimensional ClassificationFan, Jianqing; Feng, Yang; Jiang, Jiancheng; Tong, Xin
Feb-2016Projected principal component analysis in factor modelsFan, Jianqing; Liao, Yuan; Wang, Weichen
2-Jul-2016Conditional Sure Independence ScreeningBarut, Emre; Fan, Jianqing; Verhasselt, Anneleen
2015Power Enhancement in High-Dimensional Cross-Sectional TestsFan, Jianqing; Liao, Yuan; Yao, Jiawei
1-Jun-2014Challenges of Big Data analysisFan, J; Han, F; Liu, H
2-Jan-2015Homogeneity PursuitKe, Zheng Tracy; Fan, Jianqing; Wu, Yichao
Feb-2016An overview of the estimation of large covariance and precision matricesFan, Jianqing; Liao, Yuan; Liu, Han