Details about Zhenfeng Peng
Access statistics for papers by Zhenfeng Peng.
Last updated 2025-05-30. Update your information in the RePEc Author Service.
Short-id: ppe1094
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Journal Articles
Journal Articles
2024
- Style-Induced Return Comovement and Risk Premia
Review of Pacific Basin Financial Markets and Policies (RPBFMP), 2024, 27, (04), 1-26
- The Impact of TARP on Bank Risk-taking
International Advances in Economic Research, 2024, 30, (4), 449-452
2014
- Forecasting VaR and ES of stock index portfolio: A Vine copula method
Physica A: Statistical Mechanics and its Applications, 2014, 416, (C), 112-124
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