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Risiko
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Liu, Yang
18
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3
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3
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3
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2
Ng, C. T.
2
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ECONIS (ZBW)
19
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1
Government debt and risk premia
Liu, Yang
- In:
Journal of monetary economics
136
(
2023
),
pp. 18-34
Persistent link: https://www.econbiz.de/10014328240
Saved in:
2
A verification model to capture option risk and hedging based on a modified underlying beta
Shen, Chuan-He
;
Liu, Yang
- In:
The journal of risk model validation
15
(
2021
)
1
,
pp. 49-68
Persistent link: https://www.econbiz.de/10014540158
Saved in:
3
Flexible capacity strategy with multiple periods under demand uncertainty and investment constraint
Yang, Liu
;
Ng, C. T.
- In:
European journal of operational research : EJOR
236
(
2014
)
2
,
pp. 511-521
Persistent link: https://www.econbiz.de/10010366146
Saved in:
4
The impact of geopolitical uncertainty on energy volatility
Liu, Yang
;
Han, Liyan
;
Xu, Yang
- In:
International review of financial analysis
75
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012804169
Saved in:
5
Volatility risk pass-through
Colacito, Riccardo
;
Croce, Mariano M.
;
Liu, Yang
; …
- In:
The review of financial studies
35
(
2022
)
5
,
pp. 2345-2385
Persistent link: https://www.econbiz.de/10013188964
Saved in:
6
Ordering and inequalities for mixtures on risk aggregation
Chen, Yuyu
;
Liu, Peng
;
Liu, Yang
;
Wang, Ruodu
- In:
Mathematical finance : an international journal of …
32
(
2022
)
1
,
pp. 421-451
Persistent link: https://www.econbiz.de/10012815980
Saved in:
7
Volatility risk pass-through
Colacito, Riccardo
;
Croce, Mariano M.
;
Liu, Yang
; …
-
2018
Persistent link: https://www.econbiz.de/10012060363
Saved in:
8
Uncertainty and currency performance : a quantile-on-quantile approach
Han, Liyan
;
Liu, Yang
;
Yin, Libo
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 702-729
Persistent link: https://www.econbiz.de/10012120323
Saved in:
9
A new uncertain insurance model with variational lower limit
Liu, Yang
;
Zhang, Xingfang
;
Ma, Weimin
- In:
Insurance / Mathematics & economics
74
(
2017
),
pp. 164-169
Persistent link: https://www.econbiz.de/10011712439
Saved in:
10
Residual analysis and parameter estimation of uncertain differential equations
Liu, Yang
;
Liu, Baoding
- In:
Fuzzy optimization and decision making : a journal of …
21
(
2022
)
4
,
pp. 513-530
Persistent link: https://www.econbiz.de/10013431716
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