Hung‐Chun Liu

Economics and Econometrics · 2008–2009

A researcher in the Science corpus: 2 papers; trusts 8 researchers and is trusted by 2 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 10 citations into it; #18,371 of 23,481 by trust here, #17,969 by citations
• Finance — 8 citations into it; #8,547 of 10,518 by trust here, #7,575 by citations

Whom Hung‐Chun Liu trusts overall

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

1. Robert F. Engle
2. Monica Billio
3. J. Cabedo
4. P. Giot
5. Perry Sadorsky

Who trusts Hung‐Chun Liu overall

1. Limin Du

Papers from Hung‐Chun Liu's perspective

Ordered by how strongly the researchers Hung‐Chun Liu trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Value-at-Risk: a multivariate switching regime approach
3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
4. How Relevant is Volatility Forecasting for Financial Risk Management? (Review of Economics and Statistics)
5. Value-at-Risk for long and short trading positions
6. Modelling daily value-at-risk using realized volatility and arch type models
7. Forecasting Stock Market Volatility with Regime-Switching GARCH Models
8. Value at Risk: The New Benchmark for Managing Financial Risk
9. Selection of Value-at-Risk models
10. The macroeconomic determinants of technology stock price volatility

Their papers

• Estimation of value-at-risk for energy commodities via fat-tailed GARCH models (2008) — 190 citations
• Forecasting China Stock Markets Volatility via GARCH Models under Skewed-GED Distribution, Journal of Money (2009) — 58 citations