Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Jianqing Fan

The Leverage Effect Puzzle: Disentangling Sources of Bias at High Frequency

Journal of Financial Economics

English

Sparsifying the Fisher Linear Discriminant by Rotation

Journal of the Royal Statistical Society. Series B: Statistical Methodology

English

Risks of Large Portfolios

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Sufficient Forecasting Using Factor Models

Journal of Econometrics

Philosophy of Science

Applied Mathematics

English

Rescuing Macrophage Normal Function in Spinal Cord Injury With Embryonic Stem Cell Conditioned Media

Molecular Brain

Molecular Neuroscience

Molecular Biology

English

Large Covariance Estimation by Thresholding Principal Orthogonal Complements

SSRN Electronic Journal

English

Functional-Coefficient Regression Models for Nonlinear Time Series

Journal of the American Statistical Association

English