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The financing of innovation : learning and stopping
Bergemann, Dirk - 2001
Persistent link: https://www.econbiz.de/10013423370
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The risk and return of commercial real estate : a property level analysis
Peng, Liang - In: Real estate economics : journal of the American Real … 44 (2016) 3, pp. 555-583
Persistent link: https://www.econbiz.de/10011616611
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Bootstrap analysis of mutual fund performance
Huang, Haitao; Jiang, Lei; Leng, Xuan; Peng, Liang - In: Journal of econometrics 235 (2023) 1, pp. 239-255
Persistent link: https://www.econbiz.de/10014434393
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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
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CreditRisk+ model with dependent risk factors
Wang, Ruodu; Peng, Liang; Yang, Jingping - In: North American actuarial journal 19 (2015) 1, pp. 24-40
Persistent link: https://www.econbiz.de/10011420714
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Idiosyncratic risk of house prices : evidence from 26 million home sales
Peng, Liang; Thibodeau, Thomas G. - In: Real estate economics : journal of the American Real … 45 (2017) 2, pp. 340-375
Persistent link: https://www.econbiz.de/10011685357
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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
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Uniform test for predictive regression with AR errors
Li, Chenxue; Li, Deyuan; Peng, Liang - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 29-39
Persistent link: https://www.econbiz.de/10011704097
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Tail dependence measure for examining financial extreme co-movements
Asimit, Alexandru V.; Gerrard, Russell; Hou, Yanxi; … - In: Journal of econometrics 194 (2016) 2, pp. 330-348
Persistent link: https://www.econbiz.de/10011705189
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Testing for a unit root in Lee-Carter mortality model
Leng, Xuan; Peng, Liang - In: Astin bulletin : the journal of the International … 47 (2017) 3, pp. 715-735
Persistent link: https://www.econbiz.de/10011763576