Follow
Fangfang Wang
Title
Cited by
Cited by
Year
The normal inverse Gaussian distribution and the pricing of derivatives
A Eriksson, E Ghysels, F Wang
Journal of Derivatives 16 (3), 23, 2009
1062009
Econometric analysis of volatility component models
F Wang, E Ghysels
Econometric Theory 31 (2), 362-393, 2015
76*2015
Hybrid-garch: A generic class of models for volatility predictions using high frequency data
X Chen, E Ghysels, F Wang
Statistica Sinica, 759-786, 2015
44*2015
Moment-implied densities: properties and applications
E Ghysels, F Wang
Journal of Business & Economic Statistics 32 (1), 88-111, 2014
37*2014
Statistical inference for trends in spatiotemporal data
AR Ives, L Zhu, F Wang, J Zhu, CJ Morrow, VC Radeloff
Remote Sensing of Environment 266, 112678, 2021
302021
HYBRID GARCH models and intra-daily return periodicity
X Chen, E Ghysels, F Wang
Journal of Time Series Econometrics 3 (1), 2011
28*2011
Deep feature screening: Feature selection for ultra high-dimensional data via deep neural networks
K Li, F Wang, L Yang, R Liu
Neurocomputing 538, 2023
162023
Modeling Non-stationary Multivariate Time Series of Counts via Common Factors
F Wang, H Wang
Journal of the Royal Statistical Society: Series B 80 (4), 769-791, 2018
152018
Calibrating multi-dimensional complex ODE from noisy data via deep neural networks
K Li, F Wang, R Liu, F Yang, Z Shang
Journal of Statistical Planning and Inference 232, 106147, 2024
112024
Peakedness and convex ordering for elliptically contoured random fields
F Wang, C Ma
Journal of Statistical Planning and Inference 197, 21-34, 2018
82018
Large portfolio allocation using high-frequency financial data
J Zou, F Wang, Y Wu
Statistics and Its Interface, 2018
62018
Optimal design of Fourier estimator in the presence of microstructure noise
F Wang
Computational statistics & data analysis 76, 708-722, 2014
52014
Statistical tests for non-independent partitions of large autocorrelated datasets
AR Ives, L Zhu, F Wang, J Zhu, CJ Morrow, VC Radeloff
MethodsX 9, 101660, 2022
42022
Series expansions of fractional Brownian motions and strong local nondeterminism of bifractional Brownian motions on balls and spheres
T Lu, C Ma, F Wang
Theory of Probability & Its Applications 68 (1), 88-110, 2023
32023
Isotropic random fields with infinitely divisible marginal distributions
F Wang, N Leonenko, C Ma
Stochastic Analysis and Applications 36 (2), 189-208, 2018
32018
An unbiased measure of integrated volatility in the frequency domain
F Wang
Journal of Time Series Analysis 37 (2), 147-164, 2016
3*2016
Semiparametric Regression for Spatial Data via Deep Learning
K Li, J Zhu, AR Ives, VC Radeloff, F Wang
Spatial Statistics 57, 2023
22023
Scalable Semiparametric Spatio-temporal Regression for Large Data Analysis
TF Ma, F Wang, J Zhu, AR Ives, KE Lewińska
Journal of Agricultural, Biological and Environmental Statistics, 2022
22022
A new nonparametric estimate of the risk-neutral density with applications to variance swaps
L Jiang, S Zhou, K Li, F Wang, J Yang
Frontiers in Applied Mathematics and Statistics 6, 611878, 2021
22021
Spectral analysis of quadratic variation in the presence of market microstructure noise
F Wang
Statistics and Its Interface 8 (3), 305-319, 2015
22015
The system can't perform the operation now. Try again later.
Articles 1–20