Browsing All of EconStor by Author Peng, Liang
Showing results 1 to 6 of 6
Year of Publication | Title | Author(s) |
1997 | Approximation by Penultimate Stable Laws | de Haan, Laurens F.M.; Peng, Liang; Pereira, H. Iglesias |
1997 | A Bootstrap-based Method to Achieve Optimality in Estimating the Extreme-value Index | de Haan, Laurens F.M.; Peng, Liang; Pereira, T.T. |
1999 | Convolutions of Heavy Tailed Random Variables and Applications to Portfolio Diversification and MA(1) Time Series | Geluk, Jaap; Peng, Liang; de Vries, Casper G. |
2006 | Empirical likelihood methods for an AR(1) process with ARCH(1) errors | Klüppelberg, Claudia; Peng, Liang |
2006 | Estimating tail dependence of elliptical distributions | Klüppelberg, Claudia; Kuhn, Gabriel; Peng, Liang |
2006 | Multivariate tail copula: modeling and estimation | Klüppelberg, Claudia; Kuhn, Gabriel; Peng, Liang |