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Details about Fred Liu

Homepage:http://www.fredliu.ca
Workplace:Gordon Lang School of Business and Economics, University of Guelph, (more information at EDIRC)
Department of Economics and Finance, Gordon Lang School of Business and Economics, University of Guelph, (more information at EDIRC)

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

2023

  1. Intraday Market Predictability: A Machine Learning Approach
    Journal of Financial Econometrics, 2023, 21, (2), 485-527 Downloads View citations (1)

2021

  1. 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 Downloads View citations (3)
 
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