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Xiaohu Wang
Xiaohu Wang
Associate Professor, School of Economics, Fudan University
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Title
Cited by
Cited by
Year
Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck process
X Wang, W Xiao, J Yu
Journal of Econometrics, 2021
422021
Bias in estimating multivariate and univariate diffusions
X Wang, PCB Phillips, J Yu
Journal of Econometrics 161 (2), 228-245, 2011
382011
Double asymptotics for explosive continuous time models
X Wang, J Yu
Journal of Econometrics 193 (1), 35-53, 2016
362016
Limit theory for an explosive autoregressive process
X Wang, J Yu
Economics Letters 126, 176-180, 2015
352015
New distribution theory for the estimation of structural break point in mean
L Jiang, X Wang, J Yu
Journal of Econometrics 205 (1), 156-176, 2018
302018
In-fill asymptotic theory for structural break point in autoregressions
L Jiang, X Wang, J Yu
Econometric Reviews, 1-28, 2020
132020
HAR Testing for Spurious Regression in Trend
PCB Phillips, X Wang, Y Zhang
Econometrics 7 (4), 50, 2019
52019
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