Jiangxu Liu

Publication Activity (10 Years)

Years Active: 2017-2017
Publications (10 Years): 1

Top Topics

Marginal Distributions

Trading Systems

Top Venues

Publications

Ji Ma, Jiangxu Liu, Songsak Sriboonchitta
VaR and Tail Dependence Between the US and Asian Stock Exchange Indices - An EGARCH-Copula Approach. FSDM (2017)