Feng-Chi Liu : Citation Profile


Are you Feng-Chi Liu?

Feng Chia University

2

H index

0

i10 index

5

Citations

RESEARCH PRODUCTION:

2

Articles

RESEARCH ACTIVITY:

   7 years (2006 - 2013). See details.
   Cites by year: 0
   Journals where Feng-Chi Liu has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli461
   Updated: 2017-11-18    RAS profile: 2017-04-24    
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Relations with other researchers


Works with:

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

Is cited by:

Johansen, Soren (2)

Riani, Marco (2)

Veiga, Helena (1)

Cites to:

Rossi, Peter (3)

Shephard, Neil (2)

Chen, Cathy W. S. (2)

Jeliazkov, Ivan (1)

McAleer, Michael (1)

Asai, Manabu (1)

Yu, Jun (1)

Lin, Edward (1)

Harvey, Andrew (1)

Omori, Yasuhiro (1)

Hamilton, James (1)

Main data


Where Feng-Chi Liu has published?


Recent works citing Feng-Chi Liu (2017 and 2016)


YearTitle of citing document
2017Threshold stochastic volatility: Properties and forecasting. (2017). Veiga, Helena ; Ruiz, Esther ; Mao, Xiuping . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1105-1123.

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2016Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles. (2016). Kobayashi, Genya . In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:1:d:10.1007_s00180-015-0596-4.

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Works by Feng-Chi Liu:


YearTitleTypeCited
2006Best subset selection of autoregressive models with exogenous variables and generalized autoregressive conditional heteroscedasticity errors In: Journal of the Royal Statistical Society Series C.
[Full Text][Citation analysis]
article3
2013Threshold variable selection of asymmetric stochastic volatility models In: Computational Statistics.
[Full Text][Citation analysis]
article2

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