Munich Personal RePEc Archive

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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.
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