Statistics
Publications
3
Citations
506
H-Index
3
Active since
2006
Affiliations
Mitchell Institute(Current)
Naiping Liu is an author at Mitchell Institute specializing in maximum likelihood estimation, covariance matrix estimation, and quantitative finance.
Publications per year
2006–2008
3
3
Covariance matrix selection and estimation via penalised normal likelihood
Jianhua Z. Huang, Naiping Liu, Mohsen Pourahmadi et al. · Biometrika · 2006 · 424 citations
Is the value spread a useful predictor of returns?
Naiping Liu, Lu Zhang · Journal of Financial Markets · 2008 · 41 citations
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