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Estimation
China
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Yang, Fan
6
Bekkers, Eddy
2
Brockmeier, Martina
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Chen Zhou
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Einmahl, John H. J.
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Francois, Joseph F.
2
Bai, Jennie
1
Fan, Yang
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Goldstein, Robert S.
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Mao, Tiantian
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ECONIS (ZBW)
7
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1
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 907-919
Persistent link: https://www.econbiz.de/10012653202
Saved in:
2
Asymptotic properties of generalized shortfall risk measures for heavy-tailed risks
Mao, Tiantian
;
Stupfler, Gilles
;
Yang, Fan
- In:
Insurance / Mathematics & economics
111
(
2023
),
pp. 173-192
Persistent link: https://www.econbiz.de/10014317144
Saved in:
3
Is the credit spread puzzle a myth?
Bai, Jennie
;
Goldstein, Robert S.
;
Yang, Fan
- In:
Journal of financial economics
137
(
2020
)
2
,
pp. 297-319
Persistent link: https://www.econbiz.de/10012652750
Saved in:
4
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
5
Local food prices and international price transmission
Bekkers, Eddy
;
Brockmeier, Martina
;
Francois, Joseph F.
; …
- In:
World development : the multi-disciplinary …
96
(
2017
),
pp. 216-230
Persistent link: https://www.econbiz.de/10011762941
Saved in:
6
Local food prices and international price transmission
Bekkers, Eddy
;
Brockmeier, Martina
;
Francois, Joseph F.
; …
-
2017
Persistent link: https://www.econbiz.de/10011654363
Saved in:
7
Convergence in a small open economy
Ruggeri, Giuseppe Carmelo
;
Fan, Yang
- In:
Rivista internazionale di scienze economiche e …
49
(
2002
)
1
,
pp. 97-112
Persistent link: https://www.econbiz.de/10001678367
Saved in:
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