Logo
Munich Personal RePEc Archive

Browse by Authors

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Date | Item ID
Number of items: 4.

February 2011

Liu, Xiaochun and Jacobsen, Brian (2011): The Dynamic International Optimal Hedge Ratio.

30 August 2011

Liu, Xiaochun (2011): Modeling the time-varying skewness via decomposition for out-of-sample forecast.

7 October 2013

Liu, Xiaochun (2013): Markov-Switching Quantile Autoregression.

3 December 2013

Liu, Xiaochun (2013): Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach.

This list was generated on Wed Oct 5 19:33:57 2022 CEST.
Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.