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Details about Jia Liu

Workplace:DeGroote School of Business, McMaster University, (more information at EDIRC)

Access statistics for papers by Jia Liu.

Last updated 2023-06-07. Update your information in the RePEc Author Service.

Short-id: pli1063

Working Papers

2016

  1. Bayesian Nonparametric Estimation of Ex-post Variance
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2015

  1. Improving Markov switching models using realized variance
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
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