Liu, Xiaochun and Jacobsen, Brian (2011): The Dynamic International Optimal Hedge Ratio.
Liu, Xiaochun (2011): Modeling the time-varying skewness via decomposition for out-of-sample forecast.
Liu, Xiaochun (2013): Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach.
Liu, Xiaochun (2013): Markov-Switching Quantile Autoregression.
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