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Jiang, Ying; Cao, Yi; Liu, Xiaoquan; Zhai, Jia - In: Quantitative finance 19 (2019) 12, pp. 2015-2031

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Liu, Xiaobin - In: Financial econometrics : theory and applications, (pp. 271-305). 2025

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Zhu, Xiaoxia; Liu, Xueling; Bao, Lichun; Xu, Xiuquan - 2013

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Ahmed, Shamim; Liu, Xiaoquan; Valente, Giorgio - In: International journal of forecasting 32 (2016) 1, pp. 75-97

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Jiang, Ying; Ahmed, Shamim; Liu, Xiaoquan - In: Review of quantitative finance and accounting 48 (2017) 4, pp. 1123-1173

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Chen, Jian; Liu, Xiaoquan - In: Applied economics letters 17 (2010) 16/18, pp. 1829-1833

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