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Chen, Jian
46
Liu, Xiaoquan
10
Xiao, Yongbo
7
Lee, Chung-Yee
6
Cai, Xiaoqiang
5
Haven, Emmanuel
3
Kauffman, Robert J.
3
Li, Yongjian
3
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3
Song, Xiping
3
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3
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3
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3
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3
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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International journal of production economics
7
European journal of operational research : EJOR
5
Applied financial economics
4
Decision support systems : DSS ; the international journal
4
Omega : the international journal of management science
3
Operations research letters
3
Production and operations management : an international journal of the Production and Operations Management Society
3
Economics of planning : an international journal devoted to the study of comparative economics
2
Electronic commerce research and applications
2
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
2
Journal of economic dynamics & control
2
Naval research logistics : an international journal
2
Annals of operations research
1
Asia Pacific business review
1
Asia-Pacific journal of accounting & economics : APJAE
1
Computers & operations research : and their applications to problems of world concern ; an international journal
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
IIE transactions / Institute of Industrial Engineers, Norcross, Ga : industrial engineering and development
1
Information & management : the internat. journal of management processes and systems ; journal of IFIP Users Group
1
International journal of technology management : IJTM
1
Journal of banking & finance
1
Journal of contemporary China
1
Journal of operations management : publ. quarterly by the American Production & Inventory Control Society, Inc
1
OR spectrum : quantitative approaches in management
1
R & D management
1
Risk : managing risk in the world's financial markets
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The American economic review
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The world economy : the leading journal on international economic relations
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OLC EcoSci
ECONIS (ZBW)
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1
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Revealing the implied risk-neutral MGF from options: The wavelet method
Haven, Emmanuel
;
Liu, Xiaoquan
;
Ma, Chenghu
;
Shen, Liya
- In:
Journal of economic dynamics & control
33
(
2009
)
3
,
pp. 692-709
Persistent link: https://www.econbiz.de/10008175469
Saved in:
2
Bid-ask spread, strike prices and risk-neutral densities
Liu, Xiaoquan
- In:
Applied financial economics
17
(
2007
)
11
,
pp. 887-900
Persistent link: https://www.econbiz.de/10007757106
Saved in:
3
Returns to trading portfolios of FTSE 100 index options
Liu, Xiaoquan
- In:
Applied financial economics
17
(
2007
)
13-15
,
pp. 1211-1226
Persistent link: https://www.econbiz.de/10007877619
Saved in:
4
Closed-form transformations from risk-neutral to real-world distributions
Liu, Xiaoquan
;
Shackleton, Mark B.
;
Taylor, Stephen J.
; …
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1501-1520
Persistent link: https://www.econbiz.de/10007724976
Saved in:
5
Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions
Ye, Wuyi
;
Liu, Xiaoquan
;
Miao, Baiqi
- In:
European journal of operational research : EJOR
222
(
2012
)
1
,
pp. 96-104
Persistent link: https://www.econbiz.de/10009979066
Saved in:
6
De-noising option prices with the wavelet method
Haven, Emmanuel
;
Liu, Xiaoquan
;
Shen, Liya
- In:
European journal of operational research : EJOR
222
(
2012
)
1
,
pp. 104-113
Persistent link: https://www.econbiz.de/10009979067
Saved in:
7
Bid-ask spread, strike prices and risk-neutral densities
Liu, Xiaoquan
- In:
Applied financial economics
17
(
2007
)
10-12
,
pp. 887-900
Persistent link: https://www.econbiz.de/10007795932
Saved in:
8
Revealing the implied risk-neutral MGF from options: The wavelet method
Haven, Emmanuel
;
Liu, Xiaoquan
;
Ma, Chenghu
;
Shen, Liya
- In:
Journal of economic dynamics & control
33
(
2009
)
3
,
pp. 692-710
Persistent link: https://www.econbiz.de/10008890117
Saved in:
9
Enhancing credit default swap valuation with meshfree methods
Guarin, Alexander
;
Liu, Xiaoquan
;
Ng, Wing Lon
- In:
European journal of operational research : EJOR
214
(
2011
)
3
,
pp. 805-814
Persistent link: https://www.econbiz.de/10009178353
Saved in:
10
Returns to trading portfolios of FTSE 100 index options
Liu, Xiaoquan
- In:
Applied financial economics
17
(
2007
)
15
,
pp. 1211-1226
Persistent link: https://www.econbiz.de/10007797722
Saved in:
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