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isPartOf:"Journal of applied econometrics"
~isPartOf:"Economic modelling"
~isPartOf:"Finance research letters"
~person:"Liu, Li"
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Liu, Li
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Journal of applied econometrics
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Structural breaks, macroeconomic fundamentals and cross hedge ratio
Pan, Zhiyuan
;
Xiao, Dongli
;
Dong, Qingma
;
Liu, Li
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013459139
Saved in:
2
Forecasting stock market volatility : the role of technical variables
Liu, Li
;
Pan, Zhiyuan
- In:
Economic modelling
84
(
2020
),
pp. 55-65
Persistent link: https://www.econbiz.de/10012210290
Saved in:
3
Are financial returns really predictable out-of-sample? : evidence from a new bootstrap test
Liu, Li
;
Bu, Ruijun
;
Pan, Zhiyuan
;
Xu, Yuhua
- In:
Economic modelling
81
(
2019
),
pp. 124-135
Persistent link: https://www.econbiz.de/10012201494
Saved in:
4
Improving futures hedging performance using option information : evidence from the S&P 500 index
Bai, Yujuan
;
Pan, Zhiyuan
;
Liu, Li
- In:
Finance research letters
28
(
2019
),
pp. 112-117
Persistent link: https://www.econbiz.de/10012388029
Saved in:
5
Is world oil market "one great pool"? : an example from China's and international oil markets
Liu, Li
;
Chen, Ching-cheng
;
Wan, Jieqiu
- In:
Economic modelling
35
(
2013
),
pp. 364-373
Persistent link: https://www.econbiz.de/10010259809
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