| The normal inverse Gaussian distribution and the pricing of derivatives A Eriksson, E Ghysels, F Wang Journal of Derivatives 16 (3), 23, 2009 | 108 | 2009 |
| Econometric analysis of volatility component models F Wang, E Ghysels Econometric Theory 31 (2), 362-393, 2015 | 82 | 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 | 45* | 2015 |
| 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 | 43 | 2021 |
| Moment-implied densities: properties and applications E Ghysels, F Wang Journal of Business & Economic Statistics 32 (1), 88-111, 2014 | 41* | 2014 |
| 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 | 38 | 2023 |
| HYBRID GARCH models and intra-daily return periodicity X Chen, E Ghysels, F Wang Journal of Time Series Econometrics 3 (1), 2011 | 28* | 2011 |
| 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 | 16 | 2018 |
| Calibrating multi-dimensional complex ODE from noisy data via deep neural networks K Li, F Wang, R Liu, F Yang, Z Shang arXiv preprint arXiv:2106.03591, 2021 | 11 | 2021 |
| Semiparametric Regression for Spatial Data via Deep Learning K Li, J Zhu, AR Ives, VC Radeloff, F Wang Spatial Statistics 57, 2023 | 8 | 2023 |
| Peakedness and convex ordering for elliptically contoured random fields F Wang, C Ma Journal of Statistical Planning and Inference 197, 21-34, 2018 | 8 | 2018 |
| Large portfolio allocation using high-frequency financial data J Zou, F Wang, Y Wu Statistics and Its Interface, 2018 | 6 | 2018 |
| Optimal design of Fourier estimator in the presence of microstructure noise F Wang Computational Statistics & Data Analysis 76, 708-722, 2014 | 5 | 2014 |
| 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 | 4 | 2023 |
| 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 | 4 | 2022 |
| 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 | 3 | 2021 |
| Isotropic random fields with infinitely divisible marginal distributions F Wang, N Leonenko, C Ma Stochastic Analysis and Applications 36 (2), 189-208, 2018 | 3 | 2018 |
| An unbiased measure of integrated volatility in the frequency domain F Wang Journal of Time Series Analysis 37 (2), 147-164, 2016 | 3* | 2016 |
| Depletion of miR-144/451 alleviates anemia in β-thalassemic mice L Ling, F Wang, Y Li, S He, F Wu, L Yang, L Xu, T Wang, S Zhou, F Yang, ... Blood Advances 8 (10), 2565-2570, 2024 | 2 | 2024 |
| 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 | 2 | 2022 |
Eric GhyselsBernstein Distinguished Professor of Economics and Professor of Finance, UNC Chapel HillDirección de correo verificada de unc.edu