Yanchu Liu

Sun Yat-sen University (per OpenAlex) · OpenAlex

3 papers in scope · 2 published · 1 on the econ.EM arXiv · 13 citations · h-index 2 (over the papers listed here)

Papers

Show only papers in our arXiv econ.EM corpus (1 of 3)

Latent factor models for the Chinese commodity futures markets

published2025 · Pacific-Basin Finance Journal · 2 citations

with Heyang Zhou, Haisheng Yang

Pacific-Basin Finance Journal

Covariance Matrix Estimation for Positively Correlated Assets

working paper2025 · arXiv

with Weilong Liu

Paper profile arXiv arXiv:2507.01545

Risk measures for variable annuities: A hermite series expansion approach

published2019 · Journal of Management Science and Engineering · 11 citations · first circulated 2017

with Zhenyu Cui, Jinhyoung Kim, Guanghua Lian

Journal of Management Science and Engineering

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.