Munich Personal RePEc Archive

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Group by: Date | Item ID
Jump to: 2011 | 2012 | February 2013
Number of items: 3.

2011

Fan, Jianqing and Liao, Yuan and Mincheva, Martina (2011): Large covariance estimation by thresholding principal orthogonal complements.

2012

Fan, Jianqing and Liao, Yuan (2012): Endogeneity in ultrahigh dimension.

February 2013

Fan, Jianqing and Liao, Yuan and Shi, Xiaofeng (2013): Risks of large portfolios.

This list was generated on Wed Nov 20 21:40:10 2019 CET.
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