Bing-Yue Liu

Economics and Econometrics · 2017–2020

A researcher in the Science corpus: 6 papers; trusts 18 researchers and is trusted by 1 researcher here, as inferred from the citation graph.

Subfields

Whom Bing-Yue Liu trusts overall

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

  1. Andrew J. Patton
  2. Lingfang Hu
  3. Qiang Ji
  4. Cathy Ning
  5. Riadh Aloui
  6. Cyril Caillault
  7. Umberto Cherubini
  8. Markus Junker
  9. Ying Fan
  10. Juan Carlos Reboredo

Who trusts Bing-Yue Liu overall

  1. Qiang Ji

Papers from Bing-Yue Liu's perspective

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

  1. An Introduction to Copulas
  2. MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE a
  3. Dependence patterns across financial markets: a mixed copula approach
  4. Fonctions de repartition a n dimensions et leurs marges
  5. Dynamic copula models for multivariate high-frequency data in finance
  6. Extreme Correlation of International Equity Markets
  7. Dependence structure and extreme comovements in international equity and bond markets
  8. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
  9. Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications
  10. Empirical estimation of tail dependence using copulas: application to Asian markets

Their papers