Xiaochun Liu : Citation Profile


Are you Xiaochun Liu?

University of Alabama-Tuscaloosa

1

H index

0

i10 index

5

Citations

RESEARCH PRODUCTION:

11

Articles

5

Papers

RESEARCH ACTIVITY:

   10 years (2008 - 2018). See details.
   Cites by year: 0
   Journals where Xiaochun Liu has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 4 (44.44 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli690
   Updated: 2018-07-14    RAS profile: 2018-07-11    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Gospodinov, Nikolay (2)

Anatolyev, Stanislav (2)

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

Is cited by:

Diez de los Rios, Antonio (1)

Huang, Lin (1)

Anatolyev, Stanislav (1)

Çevik, Emrah (1)

Gospodinov, Nikolay (1)

Cites to:

Sarno, Lucio (17)

Engle, Robert (12)

Bollerslev, Tim (12)

McAleer, Michael (12)

Harvey, Campbell (11)

Gospodinov, Nikolay (10)

Campbell, John (10)

Jimenez-Martin, Juan (9)

Chen, Cathy W. S. (9)

Anatolyev, Stanislav (9)

Diebold, Francis (9)

Main data


Where Xiaochun Liu has published?


Journals with more than one article published# docs
Journal of Economic Dynamics and Control2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany4

Recent works citing Xiaochun Liu (2018 and 2017)


YearTitle of citing document

Works by Xiaochun Liu:


YearTitleTypeCited
2016Markov switching quantile autoregression In: Statistica Neerlandica.
[Full Text][Citation analysis]
article0
2013Markov-Switching Quantile Autoregression.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018Markov-switching quantile autoregression: a Gibbs sampling approach In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
article0
2015Unfolded GARCH models In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article1
2016A new approach to risk-return trade-off dynamics via decomposition In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article0
2017Measuring systemic risk with regime switching in tails In: Economic Modelling.
[Full Text][Citation analysis]
article0
2008Chinas segmented stock market: An application of the conditional international capital asset pricing model In: Emerging Markets Review.
[Full Text][Citation analysis]
article4
2017Foreign exchange predictability and the carry trade: A decomposition approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article0
2015Modeling time-varying skewness via decomposition for out-of-sample forecast In: International Journal of Forecasting.
[Full Text][Citation analysis]
article0
2017Unfolded risk-return trade-offs and links to Macroeconomic Dynamics In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article0
2017Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market? In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]
article0
2017An integrated macro-financial risk-based approach to the stressed capital requirement In: Review of Financial Economics.
[Full Text][Citation analysis]
article0
2015Foreign exchange predictability during the financial crisis: implications for carry trade profitability In: FRB Atlanta Working Paper.
[Full Text][Citation analysis]
paper0
2011The Dynamic International Optimal Hedge Ratio In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2011Modeling the time-varying skewness via decomposition for out-of-sample forecast In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2013Systemic Risk of Commercial Banks: A Markov-Switching Quantile Autoregression Approach In: MPRA Paper.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 2th 2018. Contact: CitEc Team