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Your search keyword '"YANHUI LIU"' showing total 4 results
Start Over Author "YANHUI LIU" Publication Type eBooks
4 results on '"YANHUI LIU"'

2. Comparative Study on Dynamic Response of Square Section RC-Members and CFRP-Reinforced Members Under Unequal Transverse Impact Loading

Author

Yanhui, Liu, AL-Bukhaiti, Khalil, Shichun, Zhao, Abas, Hussein, Zaidi, Khaled, Xu, Nan, Aoran, Dong, di Prisco, Marco, Series Editor, Chen, Sheng-Hong, Series Editor, Vayas, Ioannis, Series Editor, Kumar Shukla, Sanjay, Series Editor, Sharma, Anuj, Series Editor, Kumar, Nagesh, Series Editor, Wang, Chien Ming, Series Editor, Kang, Thomas, editor, and Lee, Youngjin, editor

Published
2022
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3. CFRP Strengthened Reinforce Concrete Square Elements Under Unequal Lateral Impact Load

Author

AL-Bukhaiti, Khalil, Yanhui, Liu, Shichun, Zhao, Abas, Hussein, di Prisco, Marco, Series Editor, Chen, Sheng-Hong, Series Editor, Vayas, Ioannis, Series Editor, Kumar Shukla, Sanjay, Series Editor, Sharma, Anuj, Series Editor, Kumar, Nagesh, Series Editor, Wang, Chien Ming, Series Editor, Pellegrino, Carlo, editor, Faleschini, Flora, editor, Zanini, Mariano Angelo, editor, Matos, José C., editor, Casas, Joan R., editor, and Strauss, Alfred, editor

Published
2022
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4. Information Spillover Effect and Autoregressive Conditional Duration Models

Author

Xiangli Liu, Yanhui Liu, Yongmiao Hong, Shouyang Wang, Xiangli Liu, Yanhui Liu, Yongmiao Hong, and Shouyang Wang

Subjects
Finance--Mathematical models, Financial risk--Mathematical models, Capital market--Mathematical models, Information theory in finance, BUSINESS & ECONOMICS / General
Abstract

This book studies the information spillover among financial markets and explores the intraday effect and ACD models with high frequency data. This book also contributes theoretically by providing a new statistical methodology with comparative advantages for analyzing comovements between two time series. It explores this new method by testing the information spillover between the Chinese stock market and the international market, futures market and spot market. Using the high frequency data, this book investigates the intraday effect and examines which type of ACD model is particularly suited in capturing financial duration dynamics. The book will be of invaluable use to scholars and graduate students interested in comovements among different financial markets and financial market microstructure and to investors and regulation departments looking to improve their risk management.

Published
2014

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