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Forecasting Value-at-Risk with...
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ECONIS (ZBW)
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1
Forecasting value-at-risk with time-varying variance, skewness and kurtosis in an exponential weighted moving average framework
Gabrielsen, Alexandros
;
Kirchner, Axel
;
Liu, Zhuoshi
; …
- In:
Annals of financial economics
10
(
2015
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011382540
Saved in:
2
Leader perfectionism : friend or foe of employee creativity? : locus of control as a key contingency
Xu, Linna
;
Liu, Zhi
;
Ji, Ming
;
Dong, Yuntao
;
Wu, Chia-Huei
- In:
Academy of Management journal : AMJ
65
(
2022
)
6
,
pp. 2092-2117
Persistent link: https://www.econbiz.de/10013548989
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3
On the weighting of the mean-absolute-deviation cost minimization model
Wang, S.
;
Meng, Qiang
;
Liu, Zhiyuan
- In:
Journal of the Operational Research Society : OR
64
(
2013
)
4
,
pp. 622-628
Persistent link: https://www.econbiz.de/10009728676
Saved in:
4
Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility
Wang, Kent
;
Liu, Junwei
;
Liu, Zhi
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1777-1786
Persistent link: https://www.econbiz.de/10009729461
Saved in:
5
Estimating the integrated volatility using high-frequency data with zero durations
Liu, Zhi
;
Kong, Xin-Bing
;
Jing, Bingyi
- In:
Journal of econometrics
204
(
2018
)
1
,
pp. 18-32
Persistent link: https://www.econbiz.de/10011974707
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6
Estimating volatility functionals with multiple transactions
Jing, Bingyi
;
Liu, Zhi
;
Kong, Xinbing
- In:
Econometric theory
33
(
2017
)
2
,
pp. 331-365
Persistent link: https://www.econbiz.de/10011665349
Saved in:
7
Estimation of spot volatility with superposed noisy data
Liu, Qiang
;
Liu, Yiqi
;
Liu, Zhi
;
Wang, Li
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 62-79
Persistent link: https://www.econbiz.de/10012036296
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8
Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations
Liu, Zhi
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 427-469
Persistent link: https://www.econbiz.de/10011944390
Saved in:
9
VIX and stock market volatility predictability : a new approach
Liu, Zhichao
;
Liu, Jing
;
Zeng, Qing
;
Wu, Lan
- In:
Finance research letters
48
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013460221
Saved in:
10
Chinese monetary policy spillovers on its international portfolio investment flows
Liu, Zixi
- In:
Journal of international money and finance
141
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014549810
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