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When "time varying" volatility meets "transaction cost" in portfolio selection
Qiao, W.; Bu, Di; Gibberd, Alex J.; Liao, Yin; Wen, Ting; … - In: Journal of empirical finance 73 (2023), pp. 220-237
Persistent link: https://www.econbiz.de/10014477015
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Banking sector contingent liabilities and sovereign risk
Arslanalp, Serkan; Liao, Yin - In: Journal of empirical finance 29 (2014), pp. 316-330
Persistent link: https://www.econbiz.de/10011300461
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Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan; Liao, Yin; Zhou, Qing - In: Journal of empirical finance 60 (2021), pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
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Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
Ma, Feng; Liao, Yin; Zhang, Yaojie; Cao, Yang - In: Journal of empirical finance 52 (2019), pp. 40-55
Persistent link: https://www.econbiz.de/10012170621