Yang Liu
Ph.D. Florida State University 2012
Dissertation:
Risk Forecasting and Portfolio Optimization with GARCH, Skewed-t Distributions, and Multiple Timescales
Mathematics Subject Classification: 91—Game theory, economics, social and behavioral sciences
Advisor 1: Alec Kercheval, ex-Norton
No students known.
If you have additional information or corrections regarding this mathematician, please use the update form. To submit students of this mathematician, please use the new data form, noting this mathematician's MGP ID of 161443 for the advisor ID.