Fred Liu
Names
| first: | Fred |
| last: | Liu |
Identifer
| RePEc Short-ID: | pli1436 |
Contact
| homepage: | http://www.fredliu.ca |
Affiliations
-
University of Guelph
/ Gordon Lang School of Business and Economics (weight: 50%)
- EDIRC entry
- location:
-
University of Guelph
/ Gordon Lang School of Business and Economics
/ Department of Economics and Finance (weight: 50%)
- EDIRC entry
- location:
Research profile
author of:
- Regulatory Capital and Incentives for Risk Model Choice under Basel 3
[Procyclical Leverage and Value-at-Risk] (RePEc:oup:jfinec:v:19:y:2021:i:1:p:53-96.)
by Fred Liu & Lars Stentoft - Intraday Market Predictability: A Machine Learning Approach (RePEc:oup:jfinec:v:21:y:2023:i:2:p:485-527.)
by Dillon Huddleston & Fred Liu & Lars Stentoft