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Revealing the implied risk-neutral MGF from options : the wavelet method
Haven, Emmanuel; Liu, Xiaoquan; Ma, Chenghu; Ma, Chenghu - In: Journal of economic dynamics & control 33 (2009) 3, pp. 692-709
Persistent link: https://www.econbiz.de/10003817991
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Material vs. spiritual : a novel economics perspective on marriage and divorce
Liu, Xuemei - In: The journal of socio-economics 37 (2008) 6, pp. 2330-2339
Persistent link: https://www.econbiz.de/10003772230
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Optimal dynamic path of effort on marriage : differences between arranged and love marriages
Liu, Xuemei - In: Applied economics letters 14 (2007) 1/3, pp. 49-52
Persistent link: https://www.econbiz.de/10003448343
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Rising gender gap in non-agricultural employment in rural China
Liu, Xiaoyun; Sicular, Terry; Xin, Xian - In: China's rural economy after WTO : problems and …, (pp. 80-91). 2006
Persistent link: https://www.econbiz.de/10003383668
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Closed-form transformations from risk-neutral to real-world distributions
Liu, Xiaoquan; Shackleton, Mark B.; Taylor, Stephen; … - In: Journal of banking & finance 31 (2007) 5, pp. 1501-1520
Persistent link: https://www.econbiz.de/10003461175
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Nonagricultural employment determinants and income inequality decomposition
Liu, Xiaoyun; Sicular, Terry - In: The Chinese economy 42 (2009) 4, pp. 29-43
Persistent link: https://www.econbiz.de/10003871549
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Explaining the gap between the theoretical prediction and experimental evidences about the investment in the spouse's human capital
Liu, Xuemei - In: The journal of socio-economics 38 (2009) 3, pp. 411-414
Persistent link: https://www.econbiz.de/10003882420
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Empirical pricing kernels obtained from the UK index options market
Liu, Xiaoquan; Shackleton, Mark B.; Taylor, Stephen; … - In: Applied economics letters 16 (2009) 10/12, pp. 989-993
Persistent link: https://www.econbiz.de/10003886597
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Regional disparity of factor endowment and agricultural labor productivity in China
Xin, Xiangfei; Liu, Xiaoyun - In: Frontiers of economics in China : selected publications … 3 (2008) 3, pp. 380-409
Persistent link: https://www.econbiz.de/10003887329
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Returns to trading portfolios of FTSE 100 index options
Liu, Xiaoquan - In: Applied financial economics 17 (2007) 13/15, pp. 1211-1225
Persistent link: https://www.econbiz.de/10003590582