Dr Ling Xiao


NameDr Ling Xiao
Job titleSenior Lecturer
Organisational UnitAccounting, Finance and Economics

Research outputs

Liquidity transmission and the subprime mortgage crisis: a multivariate GARCH approach

Xiao, L., Dhesi, G., Ceptureanu, E.G., Lin, K., Herteliu, C., Syed, B. and Ceptureanu, S.I. (2020). Liquidity transmission and the subprime mortgage crisis: a multivariate GARCH approach. Soft Computing. 10. https://doi.org/10.1007/s00500-020-04772-4

Modified Brownian Motion Approach to Modelling Returns Distribution

Dhesi, G, Shakeel, MB and Xiao, L (2016). Modified Brownian Motion Approach to Modelling Returns Distribution. Wilmott. 82, pp. 74-77. https://doi.org/10.1002/wilm.10494
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