1
H index
0
i10 index
4
Citations
University of Guelph (50% share) | 1 H index 0 i10 index 4 Citations RESEARCH PRODUCTION: 2 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Fred Liu. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Financial Econometrics | 2 |
Year | Title of citing document |
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2024 | Dynamic Co-Quantile Regression. (2022). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2206.14275. Full description at Econpapers || Download paper |
2023 | Using fear, greed and machine learning for optimizing global portfolios: A Black-Litterman approach. (2023). Sharma, Anil K ; Barua, Ronil. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008875. 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 |
Year | Title | Type | Cited |
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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 | 1 |
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