← All authors Qiang Liu University of Macau (from arXiv:2511.00944, 2025) · ORCID · OpenAlex
42 papers in scope · 41 published · 3 on the econ.EM arXiv · 640 citations · h-index 9 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
José E. Figueroa-López Zhi Liu Bei Wu Zhou Wang Ruijun Bu Hanchao Wang Carsten Chong Jincheng Pang Bei Wu Viktor Todorov Haoxuan Zhang Yuchen Han Ruoting Gong Todd A. Kuffner Qi Wang Degui Li Oliver Linton Giacomo Toscano Maria Elvira Mancino Stefano Marmi Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (4 of 42)
published 2026 · Journal of Multivariate Analysis
working paper 2025 · arXiv
Asymmetric spillovers of climate policy uncertainty on financial markets – Evidence from China
published 2025 · The North American Journal of Economics and Finance · 4 citations
with Ting Liu, Xu Chen
Risk-Weighted Time-Series Momentum: New Evidence from China’s Commodity Futures
published 2025 · The Journal of Derivatives
with Yuhan Jiao, Shuxin Guo, Ye Du
The impact of geopolitical risk on food prices: evidence from the TVP-SV-VAR model
published 2025 · Journal of Economics and Finance · 4 citations
with Xu Chen, Zhenwei Xu
An analysis of spillover effects in China’s financial submarkets based on the R 2 decomposed connectedness approach
published 2025 · Applied Economics Letters
with Zhenwei Xu, Xu Chen
An Adaptive Adjustment to the R 2 Statistic in High-Dimensional Elliptical Models
published 2025 · Journal of the American Statistical Association · 2 citations
Implied volatility modeling and forecasting: evidence from China
published 2024 · China Finance Review International · 9 citations
with Yuhan Jiao, Shuxin Guo
Comparative Analysis of Spillover Effects in the Global Stock Market under Normal and Extreme Market Conditions
published 2024 · International Journal of Financial Studies · 9 citations
with Xu Chen, Jane Xie
published 2024 · Econometrics Journal · 1 citations · first circulated 2022
with Zhi Liu
Correcting spot power variation estimator via Edgeworth expansion
published 2023 · Metrika
Stein’s Method Meets Computational Statistics: A Review of Some Recent Developments
published 2022 · Statistical Science · 27 citations · first circulated 2021
Improving and Extending the Wu-Zhu Static Hedge
published 2022 · The Journal of Derivatives
with Shuxin Guo
Product Market Competition and Firm Performance: Business Survival Through Innovation and Entrepreneurial Orientation Amid COVID-19 Financial Crisis
published 2022 · Frontiers in Psychology · 162 citations
with Xiaoli Qu, Dake Wang, Jaffar Abbas, Riaqa Mubeen
GARCH pricing and hedging of VIX options
published 2022 · Journal of Futures Markets · 4 citations
with Yuhan Jiao, Shuxin Guo
published 2022 · Applied Stochastic Models in Business and Industry · 1 citations · first circulated 2020
Natural resources commodity prices volatility, economic performance and environment: Evaluating the role of oil rents
published 2022 · Resources Policy · 69 citations
with Zhongwei Zhao, Yiran Liu, Yao He
Measuring the Imbalance of Regional Development from Outer Space in China
published 2021 · 系统科学与信息学报(英文) · 8 citations
with Shengxia Xu, Xiaoli Lü
The 52-week High Momentum Strategy and Economic Policy Uncertainty: Evidence from China
published 2021 · Emerging Markets Finance and Trade · 4 citations
with Xuemei Zhou, Shuxin Guo
Pricing kernel monotonicity and term structure: Evidence from China
published 2020 · Journal of Banking & Finance · 4 citations
with Yuhan Jiao, Shuxin Guo
Jumps at ultra-high frequency: Evidence from the Chinese stock market
published 2020 · Pacific-Basin Finance Journal · 8 citations · first circulated 2019
Statistical Inference of Spot Correlation and Spot Market Beta under Infinite Variation Jumps
published 2020 · Journal of Financial Econometrics · 4 citations
with Zhi Liu
Accountable Off-Policy Evaluation via a Kernelized Bellman Statistics
published 2020 · International Conference on Machine Learning
with Yihao Feng, Tongzheng Ren, Ziyang Tang
no link
An excellent approximation for the m out of n day provision
published 2020 · The North American Journal of Economics and Finance · 2 citations
with Shuxin Guo
Edgeworth corrections for spot volatility estimator
published 2020 · Statistics & Probability Letters · 2 citations
Accelerating Metropolis-within-Gibbs sampler with localized computations of differential equations
published 2020 · Statistics and Computing · 8 citations
with Xin T. Tong
Efficient Out-of-Sample Pricing of VIX Futures
published 2019 · The Journal of Derivatives · 8 citations
with Shuxin Guo
A Simple Accurate Binomial Tree for Pricing Options on Stocks with Known Dollar Dividends
published 2019 · The Journal of Derivatives · 3 citations
with Shuxin Guo
An outperforming investment strategy under fractional Brownian motion
published 2018 · The North American Journal of Economics and Finance · 10 citations
with Yun Xiang, Yonghong Zhao
The effect of technological factors on China's carbon intensity: New evidence from a panel threshold model
published 2018 · Energy Policy · 196 citations
with Junbing Huang, Xiaochen Cai, Yu Hao, Hongyan Lei
Estimation of spot volatility with superposed noisy data
published 2017 · The North American Journal of Economics and Finance · 4 citations
Estimating spot volatility in the presence of infinite variation jumps
published 2017 · Stochastic Processes and their Applications · 18 citations
Determining the integrated volatility via limit order books with multiple records
published 2017 · Quantitative Finance · 2 citations
The evolving nature of intraday price discovery in the Chinese CSI 300 index futures market
published 2016 · Empirical Economics · 8 citations
with Gaoxiu Qiao
VIX forecasting and variance risk premium: A new GARCH approach
published 2015 · The North American Journal of Economics and Finance · 30 citations
with Shuxin Guo, Gaoxiu Qiao
Variance-constrained canonical least-squares Monte Carlo: An accurate method for pricing American options
published 2014 · The North American Journal of Economics and Finance · 2 citations · first circulated 2011
with Shuxin Guo
Canonical Least‐Squares Monte Carlo Valuation of American Options: Convergence and Empirical Pricing Analysis
published 2014 · Mathematical Problems in Engineering · 3 citations
with Xisheng Yu
The Estimation and Empirical Analysis of CAPM with Errors-in-Variables Problem
published 2012 · Applied Mechanics and Materials
Canonical Distribution, Implied Binomial Tree, and the Pricing of American Options
published 2011 · Journal of Futures Markets · 2 citations
with Shuxin Guo
Estimation of a Kind of Nonlinear EV Models Based Dimension Reduction
published 2011 · Shuxue de shijian yu renshi
no link
Optimal approximations of nonlinear payoffs in static replication
published 2010 · Journal of Futures Markets · 7 citations
Pricing American options by canonical least‐squares Monte Carlo
published 2009 · Journal of Futures Markets · 15 citations · first circulated 2008
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