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Liang Peng

Liang Peng

Georgia State University

H-index: 40

North America-United States

Contact Liang Peng

About Liang Peng

Liang Peng, With an exceptional h-index of 40 and a recent h-index of 20 (since 2020), a distinguished researcher at Georgia State University, specializes in the field of statistics.

His recent articles reflect a diverse array of research interests and contributions to the field:

Validating Cross-Sectional Dependence Assumptions in a Factor Model

Panel quantile regression for extreme risk

A contagion test with unspecified heteroscedastic errors

Uncertainty Comparison Between Value-at-Risk and Expected Shortfall

Diagnostic tests before modeling longitudinal actuarial data

Bootstrap analysis of mutual fund performance

A unified unit root test regardless of intercept

A unified inference for predictive quantile regression

Liang Peng Information

University

Position

Department of Risk Management and Insurance Robinson College of Business

Citations(all)

6016

Citations(since 2020)

1616

Cited By

5094

hIndex(all)

40

hIndex(since 2020)

20

i10Index(all)

102

i10Index(since 2020)

53

Email

University Profile Page

Google Scholar

Liang Peng Skills & Research Interests

statistics

Top articles of Liang Peng

Validating Cross-Sectional Dependence Assumptions in a Factor Model

Available at SSRN 4808645

2024/4/18

Haitao Huang
Haitao Huang

H-Index: 2

Lei Jiang
Lei Jiang

H-Index: 3

Liang Peng
Liang Peng

H-Index: 20

Panel quantile regression for extreme risk

Journal of Econometrics

2024/3/1

Xuan Leng
Xuan Leng

H-Index: 4

Liang Peng
Liang Peng

H-Index: 20

Yinggang Zhou
Yinggang Zhou

H-Index: 9

A contagion test with unspecified heteroscedastic errors

Journal of Economic Dynamics and Control

2024/2/1

Cody Yu-Ling Hsiao
Cody Yu-Ling Hsiao

H-Index: 8

Liang Peng
Liang Peng

H-Index: 20

Uncertainty Comparison Between Value-at-Risk and Expected Shortfall

2024/2

Qing Liu
Qing Liu

H-Index: 9

Weimin Liu
Weimin Liu

H-Index: 19

Liang Peng
Liang Peng

H-Index: 20

Gengsheng Qin
Gengsheng Qin

H-Index: 11

Diagnostic tests before modeling longitudinal actuarial data

Insurance: Mathematics and Economics

2023/11/1

Liang Peng
Liang Peng

H-Index: 20

Bootstrap analysis of mutual fund performance

Journal of Econometrics

2022/5/14

Haitao Huang
Haitao Huang

H-Index: 2

Lei Jiang
Lei Jiang

H-Index: 3

Xuan Leng
Xuan Leng

H-Index: 4

Liang Peng
Liang Peng

H-Index: 20

A unified unit root test regardless of intercept

Econometric Reviews

2023/6/30

Xiaohui Liu
Xiaohui Liu

H-Index: 7

Wei Long
Wei Long

H-Index: 5

Liang Peng
Liang Peng

H-Index: 20

A unified inference for predictive quantile regression

Journal of the American Statistical Association

2023/5/27

Xiaohui Liu
Xiaohui Liu

H-Index: 7

Wei Long
Wei Long

H-Index: 5

Liang Peng
Liang Peng

H-Index: 20

Constructing Optimal Portfolios under Risk Budgeting

City Research Online https://tinyurl. com/ys76cpvu. Working paper

2023/5/8

Vali Asimit
Vali Asimit

H-Index: 13

Liang Peng
Liang Peng

H-Index: 20

Feng Zhou
Feng Zhou

H-Index: 9

Nonparametric tests for market timing ability using daily mutual fund returns

Journal of Economic Dynamics and Control

2023/5/1

Jing Ding
Jing Ding

H-Index: 17

Lei Jiang
Lei Jiang

H-Index: 3

Xiaohui Liu
Xiaohui Liu

H-Index: 7

Liang Peng
Liang Peng

H-Index: 20

Three-step risk inference in insurance ratemaking

Insurance: Mathematics and Economics

2022/7/1

Liang Peng
Liang Peng

H-Index: 20

Test for zero median of errors in an arma–garch model

Econometric Theory

2022/6

Mo Zhou
Mo Zhou

H-Index: 2

Liang Peng
Liang Peng

H-Index: 20

Risk analysis via generalized Pareto distributions

Journal of Business & Economic Statistics

2022/4/3

Yi He
Yi He

H-Index: 8

Liang Peng
Liang Peng

H-Index: 20

Dabao Zhang
Dabao Zhang

H-Index: 12

Zifeng Zhao
Zifeng Zhao

H-Index: 12

Predictive Analysis of High Conditional Quantiles for Panel Data

Available at SSRN 3815426

2022/3/1

Xuan Leng
Xuan Leng

H-Index: 4

Liang Peng
Liang Peng

H-Index: 20

Yinggang Zhou
Yinggang Zhou

H-Index: 9

Test for market timing using daily fund returns

Journal of Business & Economic Statistics

2022/12/13

Lei Jiang
Lei Jiang

H-Index: 3

Weimin Liu
Weimin Liu

H-Index: 19

Liang Peng
Liang Peng

H-Index: 20

Empirical likelihood test for the equality of several high-dimensional covariance matrices

Science China Mathematics

2021/12/1

Liang Peng
Liang Peng

H-Index: 20

Improved regression inference using a second overlapping regression model

2021/10/28

Liang Peng
Liang Peng

H-Index: 20

Efficiently backtesting conditional value-at-risk and conditional expected shortfall

Journal of the American Statistical Association

2021/10/2

Zhongling Qin
Zhongling Qin

H-Index: 1

Liang Peng
Liang Peng

H-Index: 20

Gengsheng Qin
Gengsheng Qin

H-Index: 11

A Unified Predictability Test Using Weighted Inference And Random Weighted Bootstrap

Available at SSRN 4134667

2021/9/1

Wei Long
Wei Long

H-Index: 5

Xiaohui Liu
Xiaohui Liu

H-Index: 7

Liang Peng
Liang Peng

H-Index: 20

Two-step risk analysis in insurance ratemaking

Scandinavian Actuarial Journal

2021/7/3

Liang Peng
Liang Peng

H-Index: 20

See List of Professors in Liang Peng University(Georgia State University)