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Estimation
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ECONIS (ZBW)
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1
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:
2
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:
3
Testing the multivariate regular variation model
Einmahl, John H. J.
;
Yang, Fan
;
Chen Zhou
-
2018
Persistent link: https://www.econbiz.de/10011920524
Saved in:
4
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:
5
Local food prices and international price transmission
Bekkers, Eddy
;
Brockmeier, Martina
;
Francois, Joseph F.
; …
-
2017
Persistent link: https://www.econbiz.de/10011654363
Saved in:
6
An empirical analysis of county-level residential PV adoption in California
Kurdgelashvili, Lado
;
Shih, Cheng-Hao
;
Yang, Fan
;
Garg, …
- In:
Technological forecasting & social change : an …
139
(
2019
),
pp. 321-333
Persistent link: https://www.econbiz.de/10012132527
Saved in:
7
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:
8
Investment shocks and the commodity basis spread
Yang, Fan
- In:
Journal of financial economics
110
(
2013
)
1
,
pp. 164-184
Persistent link: https://www.econbiz.de/10010207751
Saved in:
9
Extreme expectile estimation for short-tailed data
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
- In:
Journal of econometrics
241
(
2024
)
2
,
pp. 1-18
Persistent link: https://www.econbiz.de/10015075192
Saved in:
10
Extreme expectile estimation for short-tailed data, with an application to market risk assessment
Daouia, Abdelaati
;
Padoan, Simone A.
;
Stupfler, Gilles
-
2023
Persistent link: https://www.econbiz.de/10014227990
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