Xiu Xu

Humboldt University of Berlin - Institute for Statistics and Econometrics

Unter den Linden 6

Berlin, D - 10099

Germany

  • Humboldt University of Berlin - Institute for Statistics and Econometrics

SCHOLARLY PAPERS

4

DOWNLOADS

210

SSRN CITATIONS

4

CROSSREF CITATIONS

3

Scholarly Papers (4)

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1.

Dynamic Credit Default Swaps Curves in a Network Topology

SFB 649 Discussion Paper 2016-059
Number of pages: 47 Posted: 04 Jan 2017
Xiu Xu, Cathy Chen and Wolfgang Karl Härdle
Humboldt University of Berlin - Institute for Statistics and Econometrics, Humboldt University of Berlin and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 83 (472,203)
Citation 3

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CDS, network, default risk, variance decomposition, risk management

2.

An Adaptive Approach to Forecasting Three Key Macroeconomic Variables for Transitional China

BOFIT Discussion Paper No. 12/2015
Number of pages: 47 Posted: 15 Apr 2015 Last Revised: 17 Apr 2015
Linlin Niu, Xiu Xu and Ying Chen
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE), Humboldt University of Berlin - Institute for Statistics and Econometrics and National University of Singapore (NUS)
Downloads 61 (558,445)
Citation 2

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Chinese economy, local parametric models, forecasting

3.

LCARE - Localizing Conditional Autoregressive Expectiles

SFB 649 Discussion Paper 2015-052
Number of pages: 36 Posted: 11 Dec 2017
Xiu Xu, Andrija Mihoci and Wolfgang Karl Härdle
Humboldt University of Berlin - Institute for Statistics and Econometrics, Brandenburg University of Technology (BTU) and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 34 (707,299)
Citation 1

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Expectiles, Tail Risk, Local Parametric Approach, Risk Management

4.

ICARE - Localizing Conditional Autoregressive Expectiles

SFB 649 Discussion Paper 2015-052
Number of pages: 36 Posted: 05 Jan 2017
Xiu Xu, Andrija Mihoci and Wolfgang Karl Härdle
Humboldt University of Berlin - Institute for Statistics and Econometrics, Humboldt University of Berlin - C.A.S.E., Center for Applied Statistics and Economics and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 32 (721,090)

Abstract:

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expectiles, tail risk, local parametric approach, risk management