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ECONIS (ZBW)
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Financial contagion and the TIR-MIDAS model
Ye, Wuyi
;
Jiang, Kunliang
;
Liu, Xiaoquan
- In:
Finance research letters
39
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012805210
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2
Size and value effects in high-tech industries : the role of R&D investment
Yu, Lin
;
Liu, Xiaoquan
;
Fung, Hung-gay
;
Leung, Wai K.
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012658819
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3
Herding and market volatility
Fei, Tianlun
;
Liu, Xiaoquan
- In:
International review of financial analysis
78
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013252516
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4
Procyclical volatility in Chinese stock markets
Deschamps, Bruno
;
Fei, Tianlun
;
Jiang, Ying
;
Liu, Xiaoquan
- In:
Review of quantitative finance and accounting
58
(
2022
)
3
,
pp. 1117-1144
Persistent link: https://www.econbiz.de/10013191850
Saved in:
5
Option valuation under no-arbitrage constraints with neural networks
Cao, Yi
;
Liu, Xiaoquan
;
Zhai, Jia
- In:
European journal of operational research : EJOR
293
(
2021
)
1
,
pp. 361-374
Persistent link: https://www.econbiz.de/10012502485
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6
Cross-sectional return dispersion and volatility prediction
Fei, Tianlun
;
Liu, Xiaoquan
;
Wen, Conghua
- In:
Pacific-Basin finance journal
58
(
2019
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012231130
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7
A neural network enhanced volatility component model
Zhai, Jia
;
Cao, Yi
;
Liu, Xiaoquan
- In:
Quantitative finance
20
(
2020
)
5
,
pp. 783-797
Persistent link: https://www.econbiz.de/10012262620
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8
Can currency-based risk factors help forecast exchange rates?
Ahmed, Shamim
;
Liu, Xiaoquan
;
Valente, Giorgio
- In:
International journal of forecasting
32
(
2016
)
1
,
pp. 75-97
Persistent link: https://www.econbiz.de/10011596451
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9
Wavelet-based option pricing : an empirical study
Liu, Xiaoquan
;
Cao, Yi
;
Ma, Chenghu
;
Shen, Liya
- In:
European journal of operational research : EJOR
272
(
2019
)
3
,
pp. 1132-1142
Persistent link: https://www.econbiz.de/10011942861
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10
Volatility forecasting in the Chinese commodity futures market with intraday data
Jiang, Ying
;
Ahmed, Shamim
;
Liu, Xiaoquan
- In:
Review of quantitative finance and accounting
48
(
2017
)
4
,
pp. 1123-1173
Persistent link: https://www.econbiz.de/10011797006
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