The following pages link to Xiaoquan Liu (Q635198):
Displaying 11 items.
- Enhancing credit default swap valuation with meshfree methods (Q635199) (← links)
- Time-varying quantile association regression model with applications to financial contagion and VaR (Q1752286) (← links)
- Measuring the subprime crisis contagion: evidence of change point analysis of copula functions (Q1926916) (← links)
- De-noising option prices with the wavelet method (Q1926918) (← links)
- Wavelet-based option pricing: an empirical study (Q1991243) (← links)
- Recovering default risk from CDS spreads with a nonlinear filter (Q1994302) (← links)
- Option valuation under no-arbitrage constraints with neural networks (Q2030534) (← links)
- Revealing the implied risk-neutral MGF from options: the wavelet method (Q2271662) (← links)
- The impact of US macroeconomic news announcements on Chinese commodity futures (Q4957252) (← links)
- A neural network enhanced volatility component model (Q4991057) (← links)
- Volatility modeling and prediction: the role of price impact (Q5120732) (← links)
