Concepedia

Xiaoquan Liu

XL

29

Publications

836

Citations

16

H-Index

2004

Active since

Affiliations

University of Nottingham Ningbo China(Current)

University of Essex

University of Edinburgh

University of Science and Technology of China

Xi’an Jiaotong-Liverpool University

Xiaoquan Liu is an author at University of Nottingham Ningbo China specializing in finance, business, and asset pricing.

Top concepts

BusinessFinanceAsset PricingFinancial EconomicsEconomicsStatisticsEngineeringOption PricingForecastingEconometrics

Publications per year

2004–2024

29

Publications

29

Closed-form transformations from risk-neutral to real-world distributions

Xiaoquan Liu, Mark B. Shackleton, Stephen J. Taylor et al. · Journal of Banking & Finance · 2007 · 129 citations

Engineering, Generalized Function, Uncertainty Quantification +5

De-noising option prices with the wavelet method

Emmanuel Haven, Xiaoquan Liu, Liya Shen · European Journal of Operational Research · 2012 · 88 citations

Spectral Theory, Option Pricing, Engineering +4

Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions

Wuyi Ye, Xiaoquan Liu, Miao Bai-qi · European Journal of Operational Research · 2012 · 72 citations

Economics, External Shock, Change Point Analysis +11

Examining how government subsidies influence firms’ circular supply chain management: The role of eco-innovation and top management team

Miaomiao Li, Guikun Cao, Li Cui et al. · International Journal of Production Economics · 2023 · 58 citations

Top Management Team, Economic Policy, Management +12

Closed-form Transformations from Risk-neutral to Real-world Distributions

Xiaoquan Liu, Mark B. Shackleton, Stephen J. Taylor et al. · SSRN Electronic Journal · 2004 · 52 citations · Full text

Engineering, Generalized Function, Uncertainty Quantification +5

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