Narrow search
Showing 1 - 10 of 48
Cover Image
Pitfalls in Using Weibull Tailed Distributions
Asimit, Alexandru Vali; Li, Deyuan; Peng, Liang - 2013
By assuming that the underlying distribution belongs to the domain of attraction of an extreme value distribution, one can extrapolate the data to a far tail region so that a rare event can be predicted. However, when the distribution is in the domain of attraction of a Gumbel distribution, the...
Persistent link: https://www.econbiz.de/10014038337
Cover Image
The Impact of competition on prices with numerous firms
Gabaix, Xavier; Laibson, David I.; Li, Deyuan; Li, Hongyi; … - 2013
Persistent link: https://www.econbiz.de/10009783265
Cover Image
The impact of competition on prices with numerous firms
Gabaix, Xavier; Laibson, David I.; Li, Deyuan; Li, Hongyi; … - In: Journal of economic theory 165 (2016), pp. 1-24
Persistent link: https://www.econbiz.de/10011649255
Cover Image
On extreme value approximation to tails of distribution functions
Li, Deyuan - 2004
Persistent link: https://www.econbiz.de/10002210996
Cover Image
Weighted approximations of tail copula processes with application to testing the multivariate extreme value condition
Einmahl, John H. J. (contributor);  … - 2004 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002240253
Cover Image
GMM repeat sales price indices
Peng, Liang - In: Real estate economics : journal of the American Real … 30 (2002) 2, pp. 239-261
Persistent link: https://www.econbiz.de/10001683042
Cover Image
Joint tail of ECOMOR and LCR reinsurance treaties
Peng, Liang - In: Insurance / Mathematics & economics 58 (2014), pp. 116-120
Persistent link: https://www.econbiz.de/10010437592
Cover Image
Three essays in finance
Peng, Liang - 2002
Persistent link: https://www.econbiz.de/10003780467
Cover Image
Understanding the impact of trade policy effect uncertainty on firm-level innovation investment
Chen, Daniel L.; Hu, Nan; Liang, Peng; Swink, Morgan - In: Journal of operations management 70 (2024) 2, pp. 316-340
Persistent link: https://www.econbiz.de/10014549113
Cover Image
Trade policy uncertainty and the patent bubble in China : evidence from machine learning
Xue, Xingnan; Liang, Peng; Xue, Fujing; Hu, Nan; Liu, Ling - In: Asia-Pacific journal of accounting & economics : … 31 (2024) 5, pp. 808-829
Persistent link: https://www.econbiz.de/10015073607