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Jiong Liu

5 papers hereh-index 553 citations8 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author3
  • middle author2

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • q-fin.ST3
  • econ.EM1
  • q-bio.NC1
same name
  • Jiong Liu — 3 papers, h 6
  • Jiong Liu — 3 papers, h 1
  • Jiong Liu — 1 paper, h 3
  • Jiong Liu — 1 paper, h 2

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20192023
most citedImplied and Realized Volatility: A Study of Distributions and the Distribution of Difference

11 citations · 24 across the 5 of their papers we have counts for

collaborators
Showing 2022Show all

1 paper · 1 filter

q-fin.ST2022★ 7 cited

Rethinking Generalized Beta Family of Distributions

Jiong Liu, R. A. Serota

We approach the Generalized Beta (GB) family of distributions using a mean-reverting stochastic differential equation (SDE) for a power of the variable, whose steady-state (station…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.