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Yi, Yanping's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
127 |
Total
Citations
7 |
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Chen, Xiaohong Yale University - Cowles Foundation Wu, Wei Biao affiliation not provided to SSRN Yi, Yanping affiliation not provided to SSRN
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26 Feb 09
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Last Revised:
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16 Mar 09
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127
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Copula, Tail dependence, Nonlinear Markov models, Geometric ergodicity, Sieve MLE, Semiparametric efficiency, Sieve likelihood ratio statistics, Value-at-Risk
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