Dynamic network quantile regression model X Xu, W Wang, Y Shin, C Zheng Journal of Business & Economic Statistics 42 (2), 407-421, 2024 | 15 | 2024 |
Dynamic credit default swap curves in a network topology X Xu, CYH Chen, WK Härdle Quantitative Finance 19 (10), 1705-1726, 2019 | 15 | 2019 |
lCARE-localizing conditional autoregressive expectiles X Xu, A Mihoci, WK Härdle Journal of Empirical Finance 48, 198-220, 2018 | 11 | 2018 |
An adaptive approach to forecasting three key macroeconomic variables for transitional China L Niu, X Xu, Y Chen Economic Modelling 66, 201-213, 2017 | 9 | 2017 |
Localizing multivariate caviar Y Klochkov, WK Härdle, X Xu IRTG 1792 Discussion Papers, 2019 | 8 | 2019 |
Dynamic spatial network quantile autoregression X Xu, W Wang, Y Shin IRTG 1792 Discussion Paper, 2020 | 2 | 2020 |
Nonparametric Estimation and Testing for Instability of Discount Rate and Cash Flow Channels of Stock Returns D Yu, X Xu, L Chen, L Li Available at SSRN 4406826, 2023 | | 2023 |
Dynamic credit default swaps curves in a network topology CYH Chen, WK Härdle, X Xu | | |
lCARE-localising Conditional AutoRegressive Expectiles WK Härdle, X Xu, A Mihoci | | |