Jianqing Fan

Research output

Research output per year 1986 2021

• 22264 Citations
• 67 h-Index
• 204 Article
• 13 Review article
• 12 Comment/debate
• 5 Chapter
• 8 More
  • 2 Paper
  • 2 Editorial
  • 1 Book
  • 1 Conference contribution
  • 1 Foreword/postscript
  • 1 Conference article

Research output per year

Research output per year

Search results

• 2003

  Data-analytic approaches to the estimation of Value-at-Risk

  Fan, J. & Gu, J., Jan 1 2003, 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003 - Proceedings. Institute of Electrical and Electronics Engineers Inc., p. 271-277 7 p. 1196271. (IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr); vol. 2003-January).

  Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

  • Value at Risk
  • Data Analytics
  • Volatility
  • Quantile
  • Risk Measures
  2 Scopus citations