Xiaoquan Liu

Xiaoquan Liu

University of Nottingham Ningbo China - Ningbo / China
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 695252
宁波诺丁汉大学
person_outline Xiaoquan Liu's MOST POPULAR ARTICLES
1-) Closed-form transformations from risk-neutral to real-world distributions Journal of Banking & Finance 31 (5), 1501-1520, 2007
2-) De-noising option prices with the wavelet method European Journal of Operational Research 222 (1), 104-112, 2012
3-) Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions European Journal of Operational Research 222 (1), 96-103, 2012
4-) Time-varying quantile association regression model with applications to financial contagion and VaR European Journal of Operational Research 256, 1015-1028, 2017
5-) Can currency-based risk factors help forecast exchange rates?, International Journal of Forecasting 32, 75-97, 2016