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subject:"ARCH model"
~accessRights:"restricted"
~person:"Peng, Liang"
~subject:"Estimation theory"
~subject:"Statistical distribution"
~type:"article"
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ARCH model
Estimation theory
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Risikomaß
7
Risk measure
7
Risiko
5
Risk
5
Measurement
4
Messung
4
Schätztheorie
4
Haezendonck-Goovaerts risk measure
3
Induktive Statistik
3
Nichtparametrisches Verfahren
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Nonparametric statistics
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Risikomanagement
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Risk management
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Statistical inference
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Theorie
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Entscheidung unter Risiko
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Peng, Liang
Hoga, Yannick
7
Landsman, Zinoviy
7
Tiwari, Aviral Kumar
7
Taylor, James W.
6
Bee, Marco
5
Furman, Edward
5
Härdle, Wolfgang
5
Kang, Sang Hoon
5
Petrella, Lea
5
Su, Jianxi
5
Tian, Maoxi
5
Wang, Ruodu
5
Ardia, David
4
Dempsey, Michael
4
Gerlach, Richard
4
Gupta, Rangan
4
Hammoudeh, Shawkat
4
Hou, Yanxi
4
Kim, Young Shin
4
Kok Haur Ng
4
Kumar, Dilip
4
Mao, Tiantian
4
Mensi, Walid
4
Mitic, Peter
4
Mozumder, Sharif
4
Paul, Samit
4
Shushi, Tomer
4
Tang, Qihe
4
Vanduffel, Steven
4
Wang, Xing
4
Westgaard, Sjur
4
Ñíguez, Trino-Manuel
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Almeida, Caio
3
Alshater, Muneer Maher
3
Ardison, Kym
3
Asimit, Alexandru V.
3
Auer, Benjamin R.
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3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Scandinavian actuarial journal
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ECONIS (ZBW)
5
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Risk analysis with categorical explanatory variables
Kang, Seul Ki
;
Peng, Liang
;
Xiao, Hongmin
- In:
Insurance / Mathematics & economics
91
(
2020
),
pp. 238-243
Persistent link: https://www.econbiz.de/10012242018
Saved in:
2
Statistical inference for a relative risk measure
He, Yi
;
Hou, Yanxi
;
Peng, Liang
;
Sheng, Jiliang
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 301-311
Persistent link: https://www.econbiz.de/10012177340
Saved in:
3
Nonparametric inference for sensitivity of Haezendonck-Goovaerts risk measure
Wang, Xing
;
Liu, Qing
;
Hou, Yanxi
;
Peng, Liang
- In:
Scandinavian actuarial journal
(
2018
)
8
,
pp. 661-680
Persistent link: https://www.econbiz.de/10011939722
Saved in:
4
Haezendonck-Goovaerts risk measure with a heavy tailed loss
Liu, Qing
;
Peng, Liang
;
Wang, Xing
- In:
Insurance / Mathematics & economics
76
(
2017
),
pp. 28-47
Persistent link: https://www.econbiz.de/10011774767
Saved in:
5
Inference for intermediate Haezendonck-Goovaerts risk measure
Wang, Xing
;
Peng, Liang
- In:
Insurance / Mathematics & economics
68
(
2016
),
pp. 231-240
Persistent link: https://www.econbiz.de/10011493849
Saved in:
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