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Profile
| Academic position | Lecturer, Assistant Professor, Researcher |
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| Research fields | Mathematical and Applied Statistics |
| Keywords | Extremes, GARCH models, Data filting, Financial time series, Vista management |
Current contact address
| Country | United States of America |
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| City | Atlanta |
| Institution | Georgia Institute of Technology |
| Institute | School of Mathematics |
Host during sponsorship
| Prof. Dr. Claudia Klüppelberg | Fakultät für Mathematik / Zentrum Mathematik, Technische Universität München, Garching |
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| Start of initial sponsorship | 01/07/2005 |
Programme(s)
| 2004 | Humboldt Research Fellowship Programme |
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Publications (partial selection)
| 2005 | Ngai Hang Chan and Liang Peng: Weighted least absolute deviations estimation for an AR(1) process with ARCH(1) errors. In: Biometrika, 2005, 477-484 |
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