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Wang, Shixuan Horváth, Lajos Boubaker, Sabri Li, Hemei Li, Bo Lu, Shanglin Rice, Gregory Han, Xuyuan Girardin, Eric Cao, Ruanmin Zhang, Yifan Zhan, Yaosong Zhao, Yuqian Mu, Yuhao Dickinson, David G. Tang, Weiqing Xiao, Zhijie Zhou, Weifeng Zhai, Ling Teka, Hanen Jia, Xuemei He, Yu Liu, Zhenya Yang, Wu Li, Hemei Sui, Tianqing Du, Lechuan Fuertes, Ana María Peillex, Jonathan Chen, Zhenhua Ma, Fengping Ben Ameur, Hachmi Wei, Ran Zhan, Yaosong Miller, Curtis Hachard, Virginie Yao, Yao Louhichi, Waël Li, Bo Moussa, Faten Liu, Qiming Hamdoun, Hanene All co-authors market momentum china stock series aktienmarkt zeitreihenanalyse evidence chinese functional changes futures börsenkurs analysis markets volatility volatilität kapitaleinkommen data commodity stationarity anlageverhalten sequential rohstoffderivat effects optimal using financial hidden schätzung estimation prognoseverfahren monitoring stopping reversal forward models based warenbörse price application curves non strategy model function ratio results chapter risikomanagement momentenmethode methods term multivariate semi study empirical
Composed stock market time series time series analysis series momentum share price capital income portfolio management portfolio selection behavioural finance commodity derivative forecasting model big data chinese stock commodity exchange functional data data analysis futures markets risk management functional data analysis method of moments price changes commodity futures monitoring changes search theory structural break data mining risk measure arch modell arch model effects china market price evidence china chinese commodity functional time series analysis stationarity mild non stationarity vine copula multivariate volatility volatility regulated regulated kelly kelly strategy low correlated correlated portfolios market returns state hidden hidden semi semi markov markov model time varying demystifying china china stock market hidden hidden logic logic puzzles financial crisis financial markets sharpe ratio time series momentum asset pricing functional principal component analysis chinese stock market evolvement momentum china evidence evidence functional monitoring stock stopping methods investment decisions oil futures momentum reversal reversal intraday information realized risk factors analysis time tail risk risk time derived commodity mild non stock price higher risk
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The information on the author is retrieved from: Entity Facts (by DNB = German National Library data service), DBPedia and Wikidata
Zhenya Liu Dr. Prof. Alternative spellings: Liu Zhenya Liu Zhenya B: 1964 Biblio: EM Normandie Business School, Metis Lab, France ; Centre d'Etudes et de Recherche en Gestion d'Aix-Marseille (CERGAM)
Profession Economist
Affiliations University of Birmingham Zhongguo ren min da xue
Q133658298
Publishing years Series Springer eBooks / Economics and Finance (1) Palgrave pivot (1) 
The result list below will be reduced to the selected search terms. The terms are generated from the titles, abstracts and STW thesaurus of publications by the respective author.
