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04 July 2013

Contingent Liabilities and Sovereign Risk: Evidence from Banking Sectors
Vol: 43/2013 Authors: Serkan Arslanalp, Yin Liao Month: July Year: 2013
  • Liao
  • Finance and the Macroeconomy
Icon of open book, ANU
08 June 2012

Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction
Vol: 26/2012 Author: Yin Liao Month: June Year: 2012
  • Liao
  • Finance and the Macroeconomy