‪Jia Liu‬ - ‪Google Scholar‬

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	All	Since 2019
Citations	28	26
h-index	3	3
i10-index	1	1

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Co-authors

John M MaheuDeGroote School of Business, McMaster UniversityVerified email at mcmaster.ca
Jim GriffinUniversity College LondonVerified email at ucl.ac.uk
QIAO YANGShanghaiTech UniversityVerified email at shanghaitech.edu.cn

Jia Liu

Jia Liu

Saint Mary's University

Verified email at smu.ca

Financial Econometrics Empirical Finance Bayesian Time Series


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
Improving Markov switching models using realized variance J Liu, JM Maheu Journal of Applied Econometrics 33 (3), 297-318, 2018	19	2018
A Bayesian Semiparametric Realized Stochastic Volatility Model J Liu Journal of Risk and Financial Management 14 (12), 617, 2021	5	2021
Bayesian Nonparametric Estimation of Ex Post Variance J Griffin, J Liu, JM Maheu Journal of Financial Econometrics 19 (5), 823-859, 2021	3	2021
Does the Choice of Realized Covariance Measures Empirically Matter? A Bayesian Density Prediction Approach X Jin, J Liu, Q Yang Econometrics 9 (4), 45, 2021	1	2021
Bayesian Nonparametric Covariance Estimation with Noisy and Nonsynchronous Asset Prices J Liu Journal of Risk 24 (1), 2020		2020

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Articles 1–5