Jianqing Fan

Selected publications

Books

The Elements of Financial Econometrics
  • Fan, J. and Yao, Q. (2015).
    The Elements of Financial Econometrics (383pp).
    Science Press, Beijing
    - Table of Contents, a sample chapter, Figures and Computer Programs
    To Order the book                 Shipping Information
  • Nonlinear time series
  • Fan, J. and Yao, Q. (2003).
    Nonlinear Time Series: Nonparametric and Parametric Methods (576pp).
    Springer, New York
    - Table of Contents, Figures and Computer Programs / Link to Errorta: Errata
    - Book Review---Technometrics (2004)
    - Book Review---Quantitative Finance (2004)
    - Book Review--- International Institute of Statistics (2004)
    - Book Review---Journal of American Statistical Association (2005)
  • Manuscripts

    Articles

    See also