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:

   2 years (2021 - 2023). See details.
   Cites by year: 4
   Journals where Fred Liu has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 0 (0 %)

MORE DETAILS IN:

EconPapers Author's homepage

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pli1436
   Updated: 2026-05-02    RAS profile: 2024-03-11
   Missing citations? Add them    Incorrect content? Let us know

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 (2025 and 2024)

Year	Title of citing document
2025	Dynamic CoVaR Modeling and Estimation. (2025). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2206.14275. Full description at Econpapers \|\| Download paper
2025	Standard and stressed value at risk forecasting using dynamic Bayesian networks. (2025). Kruger, Ryan ; Toerien, Francois ; Gross, Eden. In: Papers. RePEc:arx:papers:2512.05661. Full description at Econpapers \|\| Download paper
2026	A functional mixture prediction model for dynamically forecasting cumulative intraday returns of crude oil futures. (2026). Lu, Zhihao ; Liu, Zhenhua ; Hou, Yiwen ; Xue, Shoucong ; Guo, Mengxia ; Wang, Deqing. In: International Journal of Forecasting. RePEc:eee:intfor:v:42:y:2026:i:1:p:158-180. Full description at Econpapers \|\| Download paper
2025	Minimum capital requirement portfolios according to the new Basel framework for market risk. (2025). Avellone, Alessandro ; Foroni, Ilaria ; Pederzoli, Chiara. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:39:y:2025:i:2:d:10.1007_s11408-024-00454-5. Full description at Econpapers \|\| Download paper
2026	Stock Return Forecasting: A Supervised PCA With Selecting and Scaling. (2026). Xie, Haibin ; Zhang, Ting. In: Journal of Forecasting. RePEc:wly:jforec:v:45:y:2026:i:2:p:547-562. 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	5
2023	Intraday Market Predictability: A Machine Learning Approach In: Journal of Financial Econometrics. [Full Text][Citation analysis]	article	3