Hongfeng Peng
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Person:2338544
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Dynamic expected shortfall: a spectral decomposition of tail risk across time horizons Journal of Economic Dynamics and Control | 2019-11-21 | Paper |
| Revisiting purchasing power parity in BRICS countries using more powerful quantile unit-root tests with stationary covariates Communications in Statistics: Theory and Methods | 2017-12-15 | Paper |
Research outcomes over time
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