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~person:"Liu, Zhenya"
~subject:"Schätzung"
~type:"article"
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Search: subject:"Method of moments"
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Method of moments
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Liu, Zhenya
Van Bon Nguyen
10
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International review of financial analysis
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Review of quantitative finance and accounting
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The journal of asset management : a major new, international quarterly journal for the financial community
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The evolvement of momentum effects in China : evidence from functional data analysis
Li, Bo
;
Liu, Zhenya
;
Teka, Hanen
;
Wang, Shixuan
- In:
Research in international business and finance
64
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279043
Saved in:
2
Industry momentum with correlation consolidation : evidence from China
Boubaker, Sabri
;
Du, Lechuan
;
Liu, Zhenya
- In:
The journal of asset management : a major new, …
23
(
2022
)
1
,
pp. 73-82
Persistent link: https://www.econbiz.de/10013170893
Saved in:
3
Asymmetry, tail risk and time series momentum
Liu, Zhenya
;
Lu, Shanglin
;
Wang, Shixuan
- In:
International review of financial analysis
78
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013255854
Saved in:
4
A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis
Cao, Ruanmin
;
Horváth, Lajos
;
Liu, Zhenya
;
Zhao, Yuqian
- In:
Review of quantitative finance and accounting
54
(
2020
)
1
,
pp. 335-358
Persistent link: https://www.econbiz.de/10012232846
Saved in:
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