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Number of items: 5.


Cao, Yi and Liu, Xiaoquan and Zhai, Jia and Hua, Shan (2020) A two‐stage Bayesian network model for corporate bankruptcy prediction. International Journal of Finance & Economics . ISSN 1076-9307

Zhai, Jia and Cao, Yi and Liu, Xiaoquan (2020) A neural network enhanced volatility component model. Quantitative Finance . pp. 1-15. ISSN 1469-7688

Fei, Tianlun and Liu, Xiaoquan and Wen, Conghua (2019) Cross-sectional return dispersion and volatility prediction. Pacific-Basin Finance Journal, 58 . p. 101218. ISSN 0927-538X

Jiang, Ying and Cao, Yi and Liu, Xiaoquan and Zhai, Jia (2019) Volatility modeling and prediction: the role of price impact. Quantitative Finance, 19 (12). pp. 2015-2031. ISSN 14697688

Ahmed, Shamim and Liu, Xiaoquan and Valente, Giorgio (2015) Can currency-based risk factors help forecast exchange rates? International Journal of Forecasting, 32 (1). pp. 75-97. ISSN 0169-2070

This list was generated on Sun Feb 28 22:32:04 2021 UTC.