Citation profile for Fred Liu

Fred Liu : Citation Profile

University of Guelph (50% share)
University of Guelph (50% share)

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

RESEARCH ACTIVITY:

   3 years (2020 - 2023). See details.
   Cites by year: 1
   Journals where Fred Liu has often published
   Relations with other researchers
   Recent citing documents: 3.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1436
   Updated: 2024-04-18    RAS profile: 2024-03-11
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Relations with other researchers

Works with:

Stentoft, Lars (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Fred Liu.

Is cited by:

Demetrescu, Matei (1)

Cites to:

Main data

Where Fred Liu has published?

Journals with more than one article published	# docs
Journal of Financial Econometrics	2

Recent works citing Fred Liu (2024 and 2023)

Year	Title of citing document
2024	Dynamic Co-Quantile Regression. (2022). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2206.14275. Full description at Econpapers \|\| Download paper
2023	Monitoring Value-at-Risk and Expected Shortfall Forecasts. (2023). Demetrescu, Matei ; Hoga, Yannick. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:5:p:2954-2971. Full description at Econpapers \|\| Download paper
2023	Less disagreement, better forecasts: Adjusted risk measures in the energy futures market. (2023). Xue, Xiaohan ; Gong, Yujing ; Zhang, Ning. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:43:y:2023:i:10:p:1332-1372. Full description at Econpapers \|\| Download paper

Works by Fred Liu:

Year	Title	Type	Cited
2021	Regulatory Capital and Incentives for Risk Model Choice under Basel 3* In: Journal of Financial Econometrics. [Full Text][Citation analysis]	article	3
2023	Intraday Market Predictability: A Machine Learning Approach In: Journal of Financial Econometrics. [Full Text][Citation analysis]	article	0