Rong Qi Liew

Finance · 2013

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Rong Qi Liew trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. B. Do
  2. R. Faff
  3. Roger B. Nelsen
  4. Lingfang Hu
  5. W. Goetzmann
  6. Thierry Ané
  7. Pravin K. Trivedi
  8. K. Rouwenhorst

Papers from Rong Qi Liew's perspective

Ordered by how strongly the researchers Rong Qi Liew trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Dependence Structure and Risk Measure
  2. An Introduction to Copulas
  3. Dependence patterns across financial markets: a mixed copula approach
  4. Does Simple Pairs Trading Still Work?
  5. Copula Modeling: An Introduction for Practitioners
  6. Evaluation of pairs-trading strategy at the Brazilian financial market
  7. Pairs Trading: Quantitative Methods and Analysis
  8. Pairs Trading: Performance of a Relative Value Arbitrage Rule
  9. What Happened to the Quants in August 2007?: Evidence from Factors and Transactions Data
  10. Limited Arbitrage in Equity Markets

Their papers