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Reduce computation in profile empirical likelihood method
Li, Minqiang; Peng, Liang; Qi, Yongcheng - 2011
Since its introduction by Owen in [29, 30], the empirical likelihood method has been extensively investigated and widely used to construct confidence regions and to test hypotheses in the literature. For a large class of statistics that can be obtained via solving estimating equations, the...
Persistent link: https://www.econbiz.de/10015228738
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Almost sure convergence in extreme value theory
Cheng, Shihong; Peng, Liang; Qi, Yongcheng - 1995
Persistent link: https://www.econbiz.de/10000910423
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Jackknife empirical likelihood method for some risk measures and related quantities
Peng, Liang; Qi, Yongcheng; Wang, Ruodu; Yang, Jingping - In: Insurance / Mathematics & economics 51 (2012) 1, pp. 142-150
Persistent link: https://www.econbiz.de/10009558177
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A class of multivariate copulas with bivariate Fréchet marginal copulas
Yang, Jingping; Qi, Yongcheng; Wang, Ruodu - In: Insurance / Mathematics & economics 45 (2009) 1, pp. 139-147
Persistent link: https://www.econbiz.de/10009517588
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Decomposition of a Schur-constant model and its applications
Chi, Yichun; Yang, Jingping; Qi, Yongcheng - In: Insurance / Mathematics & economics 44 (2009) 3, pp. 398-408
Persistent link: https://www.econbiz.de/10009517624
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An examination of the continuous-time dynamics of international volatility indices amid the recent market turmoil
Li, Minqiang - In: Journal of empirical finance 22 (2013), pp. 128-139
Persistent link: https://www.econbiz.de/10009768415
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On Aumann and Serrano's economic index of risk
Li, Minqiang - In: Economic theory : official journal of the Society for … 55 (2014) 2, pp. 415-437
Persistent link: https://www.econbiz.de/10010250044
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The continuous-time dynamics of VIX amid the recent market turmoil
Li, Minqiang - In: Financial markets and the global recession, (pp. 201-222). 2010
Persistent link: https://www.econbiz.de/10009614250
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The continuous-time dynamics of VIX amid the recent market turmoil
Li, Minqiang - 2011
Persistent link: https://www.econbiz.de/10009716086
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A quasi-analytical interpolation method for pricing American options under general multi-dimensional diffusion processes
Li, Minqiang - In: Review of derivatives research 13 (2010) 2, pp. 177-217
Persistent link: https://www.econbiz.de/10008695491