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Time-varying optimal hedge ratios of foreign currency futures
Parhizgari, Ali M. - In: Finance India : the quarterly journal of Indian … 10 (1996) 2, pp. 325-332
Persistent link: https://www.econbiz.de/10001206016
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Sensitivity analysis of distortion risk measures
Gouriéroux, Christian; Liu, Wei - 2006
Persistent link: https://www.econbiz.de/10003468643
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Minimum area confidence set optimality for confidence bands in simple linear regression
Liu, Wei; Hayter, A. J. - In: Journal of the American Statistical Association : JASA 102 (2007) 477, pp. 181-190
Persistent link: https://www.econbiz.de/10003430880
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A new application of exact nonparametric methods to long-horizon predictability tests
Liu, Wei; Maynard, Alex S. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 11 (2007) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10009512621
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Multiple comparison of several linear regression models
Liu, Wei; Jamshidian, Mortaza; Zhang, Ying - In: Journal of the American Statistical Association : JASA 99 (2004) 466, pp. 395-403
Persistent link: https://www.econbiz.de/10002095890
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Forecasting value-at-risk of cryptocurrencies with riskmetrics type models
Liu, Wei; Semeyutin, Artur; Lau, Chi Keung; Gozgor, Giray - In: Research in international business and finance 54 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012581358
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Distributionally robust optimization based on kernel density estimation and mean-entropic value-at-risk
Liu, Wei; Li, Yang; Yu, Bo - In: INFORMS journal on optimization 5 (2023) 1, pp. 68-91
Persistent link: https://www.econbiz.de/10014292039