Areas of Research
- ORF 524 Statistical Theory and Methods
- ORF 504 / FIN 504: Financial Econometrics
- and more (to be added)
Books authored and coauthored
- Carmona, R. (2004). Statistical Analysis of Financial Data in Splus. Springer-Verlag, New York.
- Fan, J. and Yao, Q. (2003). Nonlinear Time Series: Nonparametric and Parametric Methods (576pp)Springer-Verlag, New York.
- Fan, J. and Gijbels, I. (1996). Local Polynomial Modelling and its Applications (341pp). Chapman and Hall, London.
- Fan, J. and Li, G. (eds.) (2005). Contemporary Multivariate Analysis and Design of Experiments: In celebration of Professor Kai-Tai Fang's 65th birthday (468pp). World Scientific, New Jersey.
- Editor, The Annals of Statistics , 2004--2006
- Editor, Probability Theory and Related Fields, 2003--2005
- Associate Editor, Journal of American Statistical Association , 1996 --- Associate Editor, The Annals of Statistics, 1998 ---2002
- Associate Editor, Statistica Sinica, 1996 --- 2002
- Editor, Journal of Multivariate Analysis, 1998 --- 2000.