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Francis Liu

Personal Details

First Name:Francis
Middle Name:
Last Name:Liu
Suffix:
RePEc Short-ID:pli1341
[This author has chosen not to make the email address public]
https://www.wiwi.hu-berlin.de/de/forschung/irtg/participating-faculty/students/personal-pages

Affiliation

Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin

Berlin, Germany
http://www.wiwi.hu-berlin.de/
RePEc:edi:wfhubde (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Liu, Francis & Packham, Natalie & Lu, Meng-Jou & Härdle, Wolfgang, 2021. "Hedging cryptos with Bitcoin futures," IRTG 1792 Discussion Papers 2022-001, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".

Articles

  1. Francis Liu & Natalie Packham & Meng-Jou Lu & Wolfgang Karl Härdle, 2023. "Hedging cryptos with Bitcoin futures," Quantitative Finance, Taylor & Francis Journals, vol. 23(5), pages 819-841, May.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CWA: Central and Western Asia (1) 2022-02-14. Author is listed
  2. NEP-FMK: Financial Markets (1) 2022-02-14. Author is listed
  3. NEP-HIS: Business, Economic and Financial History (1) 2022-02-14. Author is listed
  4. NEP-PAY: Payment Systems and Financial Technology (1) 2022-02-14. Author is listed
  5. NEP-RMG: Risk Management (1) 2022-02-14. Author is listed

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