Yue Peng

Economics and Econometrics · 2012

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Yue Peng trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Roger B. Nelsen
  2. Ser-Huang Poon
  3. Roberto Rigobon
  4. Umberto Cherubini

Who trusts Yue Peng overall

  1. Holger Fink

Papers from Yue Peng's perspective

Ordered by how strongly the researchers Yue Peng trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  2. Extreme Correlation of International Equity Markets
  3. An Introduction to Copulas
  4. Fonctions de repartition a n dimensions et leurs marges
  5. Asymmetric Correlations of Equity Portfolios
  6. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  7. Generalized autoregressive conditional heteroskedasticity
  8. International Asset Allocation With Regime Shifts
  9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
  10. Elliptical copulas: applicability and limitations

Their papers