Concepedia

Nathan Liu

NL

4

Publications

154

Citations

4

H-Index

2009

Active since

Affiliations

Institute of Economics, Academia Sinica(Current)

National Yang Ming Chiao Tung University

Feng Chia University

Academia Sinica

Nathan Liu is an author at Institute of Economics, Academia Sinica specializing in business, statistics, and economics.

Top concepts

Publications per year

2009–2019

4

Publications

4

The economic value of volatility timing using a range-based volatility model

Ray Yeutien Chou, Nathan Liu · Journal of Economic Dynamics and Control · 2010 · 66 citations

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Forecasting time-varying covariance with a range-based dynamic conditional correlation model

Ray Yeutien Chou, Chun-Chou Wu, Nathan Liu · Review of Quantitative Finance and Accounting · 2009 · 49 citations

, , +10

Inferences of default risk and borrower characteristics on P2P lending

Cathy W. S. Chen, Manh Cuong Dong, Nathan Liu et al. · The North American Journal of Economics and Finance · 2019 · 26 citations

, , +8

Range Volatility Models and Their Applications in Finance

Ray Yeutien Chou, Heng-Chih Chou, Nathan Liu · 2010 · 13 citations · Full text

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