Details about Fred Liu
Access statistics for papers by Fred Liu.
Last updated 2024-03-11. Update your information in the RePEc Author Service.
Short-id: pli1436
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Journal Articles
Journal Articles
2023
- Intraday Market Predictability: A Machine Learning Approach
Journal of Financial Econometrics, 2023, 21, (2), 485-527
View citations (1)
2021
- Regulatory Capital and Incentives for Risk Model Choice under Basel 3*
(Procyclical Leverage and Value-at-Risk)
Journal of Financial Econometrics, 2021, 19, (1), 53-96
View citations (3)