Concepedia
Statistics
Publications
8
Citations
181
H-Index
Active since
2008
Affiliations
University of Alabama(Current)
University of Central Arkansas
Conway School of Landscape Design
Xiaochun Liu is an author at University of Alabama specializing in finance, business, and economics.
Top concepts
FinanceBusinessEconomicsManagementAsset PricingGlobal FinanceMacroeconomicsFinancial CrisisFinancial EconomicsTrade
Publications per year
2008–2020
Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach
Yu You, Xiaochun Liu · Journal of Banking & Finance · 2020 · 54 citations
Economics, Volatility Modeling, Financial Economics +10
Measuring systemic risk with regime switching in tails
Xiaochun Liu · Economic Modelling · 2016 · 29 citations
Economics, Financial Risk Management, Risk Management +6
Unfolded risk-return trade-offs and links to Macroeconomic Dynamics
Xiaochun Liu · Journal of Banking & Finance · 2017 · 21 citations
Economics, Macroeconomics, Business +5
Unfolded GARCH models
Xiaochun Liu, Richard Luger · Journal of Economic Dynamics and Control · 2015 · 18 citations
Theoretical High-energy Physic, Modeling And Simulation, Garch Models
A new approach to risk-return trade-off dynamics via decomposition
David T. Frazier, Xiaochun Liu · Journal of Economic Dynamics and Control · 2015 · 18 citations
Mathematical Programming, Computational Finance, Trade-off Dynamics +3
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