Xiaoquan Liu

Available identifiers

zbMath Open liu.xiaoquanMaRDI QIDQ635198

List of research outcomes

Publication	Date of Publication	Type
Bubbles and dependence between international equity markets	2024-04-12	Paper
The impact of US macroeconomic news announcements on Chinese commodity futures	2021-09-03	Paper
Option valuation under no-arbitrage constraints with neural networks	2021-06-07	Paper
A neural network enhanced volatility component model	2021-06-02	Paper
Volatility modeling and prediction: the role of price impact	2020-09-16	Paper
Recovering default risk from CDS spreads with a nonlinear filter	2018-11-01	Paper
Wavelet-based option pricing: an empirical study	2018-10-30	Paper
Time-varying quantile association regression model with applications to financial contagion and VaR	2018-05-24	Paper
Measuring the subprime crisis contagion: evidence of change point analysis of copula functions	2012-12-29	Paper
De-noising option prices with the wavelet method	2012-12-29	Paper
Enhancing credit default swap valuation with meshfree methods	2011-08-19	Paper
Revealing the implied risk-neutral MGF from options: the wavelet method	2009-08-07	Paper

Research outcomes over time

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