Zhenya Liu

Discipline

Economies et finances (15) Gestion et management (2) Sciences de l'information et de la communication (1)

Type de document

Articles (20) Textes imprimés (1) Livres et chapitres d'ouvrages (1)

Co-auteur

Date

Source

Mot-clé

Finance (12) Finance (12) marché (11) temps (durée) (8) papier (8) Time (8) Paper (8) administration (7) State, The (7) Political science (7) Management (7) Example (7) Administrative law (7) Administration of estates (7) Administration (7) Administration (7) spectacle (5) risque (5) analyse (5) abords (agglomération) (5) Risk (5) Hypothesis (5) Analysis (5) modèle (4) méthode (4) République populaire de Chine (4) Commodity futures (4) Stockholders (4) Series (4) Markets (4)

Documents écrit par Zhenya Liu (22) | parle de Zhenya Liu (0)

International Capital Flow in a Period of High Inflation: The Case of China
Qiming Liu et al. (2024)
The Fortune and Crash of Common Risk Factors in Chinese Commodity Markets
H. Li et al. (2023)
When did global warming start? A new baseline for carbon budgeting
Hachmi Ben Ameur et al. (nov. 2022)
Risk Management for Crude Oil Futures: An Optimal Stopping-Timing Approach
S. Boubaker et al. (2022)
The Mirror of History: How to Statistically Identify Stock Market Bubble Bursts
S. Boubaker et al. (2022)
Customer Relationships, Corporate Social Responsibility, and Stock Price Reaction: Lessons from China during Health Crisis Times
S. Boubaker et al. (2022)
Asymmetry, tail risk and time series momentum
Zhenya Liu et al. (nov. 2021)
Detecting common breaks in the means of high dimensional cross-dependent panels
Lajos Horváth et al. (4 sept. 2021)
How to identify the different phases of stock market bubbles statistically?
Lajos Horváth et al. (août 2021)
Big data, news diversity and financial market crash
Sabri Boubaker et al. (juil. 2021)
Decomposing anomalies
Sabri Boubaker et al. (1 mai 2021)
SEQUENTIAL MONITORING OF CHANGES IN DYNAMIC LINEAR MODELS, APPLIED TO THE U.S. HOUSING MARKET
Lajos Horváth et al. (2021)
Optimal filter rules for selling stocks in the emerging stock markets
Sabri Boubaker et al. (2021)
Industry momentum with correlation consolidation: evidence from China
Sabri Boubaker et al. (2021)
Trading signal, functional data analysis and time series momentum
Sabri Boubaker et al. (2021)
Time-varying beta in functional factor models: Evidence from China
Lajos Horváth et al. (30 nov. 2020)
A functional time series analysis of forward curves derived from commodity futures
Lajos Horváth et al. (avr. 2020)
Sequential monitoring for changes from stationarity to mild non-stationarity
Lajos Horváth et al. (31 mars 2020)
Sequential Monitoring of Changes in Housing Prices
Lajos Horváth et al. (10 févr. 2020)
Vines climbing higher: Risk management for commodity futures markets using a regular vine copula approach
Hemei Li et al. (2020)
A study of data-driven momentum and disposition effects in the Chinese stock market by functional data analysis
Ruanmin Cao et al. (janv. 2020)
Demystifying China’s Stock Market
Eric Girardin et al. (déc. 2019)