Xiaoquan Liu

Finance · 2007

A researcher in the Science corpus: 1 paper; trusts 9 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom Xiaoquan Liu trusts overall

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

  1. Jeremy Berkowitz
  2. M. Martens
  3. Rob Bliss
  4. Ser-Huang Poon
  5. Joshua V. Rosenberg
  6. Shiu-yan Eddie Pong
  7. Jason Zein
  8. Nikolaos Panigirtzoglou
  9. Robert F. Engle
  10. Clive W. J. Granger

Papers from Xiaoquan Liu's perspective

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

  1. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  2. Empirical Pricing Kernels
  3. Forecasting Volatility in Financial Markets: A Review
  4. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  5. On Estimating the Expected Return on the Market: An Exploratory Investigation
  6. Predicting Financial Volatility: High-Frequency Time-Series Forecasts Vis-a-Vis Implied Volatility
  7. Predicting financial volatility: High-frequency time-series forecasts vis-à-vis implied volatility: Predicting Financial Volatility
  8. Option-Implied Risk Aversion Estimates
  9. Testing Density Forecasts, With Applications to Risk Management
  10. Lognormal-mixture dynamics and calibration to market volatility smiles

Their papers