Liu, Xialu

1. Factor Models for Matrix-Valued High-Dimensional Time Series
   2016/10/06 by Wang, Dong, Liu, Xialu, Chen, Rong · 14 citations
   #Applications (stat.AP) #FOS: Computer and information sciences #Methodology (stat.ME)
2. Threshold factor models for high-dimensional time series
   2018/09/11 by Liu, Xialu, Chen, Rong · 1 citation
   #FOS: Computer and information sciences #Methodology (stat.ME)
3. Improving Estimation of Portfolio Risk Using New Statistical Factors
   2024/09/24 by Xialu Liu, Liu, Xialu, John B. Guerard +5 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #FOS: Economics and business #Insurance and Financial Risk Management #Risk Management (q-fin.RM) #Risk and Portfolio Optimization #Stock Market Forecasting Methods