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Xuan Leng

Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)

A 307, Economics Building

Xiamen, Fujian 10246

China

  • Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)

SCHOLARLY PAPERS

5

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1,414

TOTAL CITATIONS

1

Scholarly Papers (5)

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1.

Bootstrap Analysis of Mutual Fund Performance

Journal of Econometrics, Forthcoming
Number of pages: 70 Posted: 27 Jan 2020 Last Revised: 22 Apr 2022
Haitao Huang, Lei Jiang, Xuan Leng and Liang Peng
School of Digital Economics and Management, Nanjing University, Kent State University, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and Georgia State University - Risk Management & Insurance Department
Downloads 517 (134,965)
Citation 1

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Bootstrap, Edgeworth expansion, Hotelling’s T-squared test, Mutual fund performance

2.

Time-varying Group Unobserved Heterogeneity in Finance

Journal of Business & Economic Statistics
Number of pages: 42 Posted: 08 Oct 2018 Last Revised: 09 Aug 2025
Elvira Sojli, Wing Wah Tham, Wendun Wang and Xuan Leng
University of New South Wales (UNSW), University of New South Wales (UNSW), Erasmus University Rotterdam (EUR) - Department of Econometrics and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 471 (151,091)

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Grouped fixed effects, Innovation, Unobserved heterogeneity, Specification test

3.

Asymptotics of CoVaR Inference In Two-Quantile-Regression

Number of pages: 33 Posted: 07 May 2024 Last Revised: 04 Dec 2024
Xuan Leng, Yi He, Yanxi Hou and Liang Peng
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE), Eastern Institute of Technology, Ningbo, Fudan University - School of Data Science and Georgia State University - Risk Management & Insurance Department
Downloads 255 (298,892)

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Asymptotics, CoVaR, Quantile Regression, Systemic Risk

4.

Multi-dimensional Latent Group Structures with Heterogeneous Distributions

Number of pages: 33 Posted: 08 Jul 2020 Last Revised: 20 May 2021
Xuan Leng, Heng Chen and Wendun Wang
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE), Government of Canada - Research Department and Erasmus University Rotterdam (EUR) - Department of Econometrics
Downloads 123 (584,619)

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Composite quantile estimation, distributional heterogeneity, latent groups, panel quantile regressions, two-way fixed effects

5.

Reinforced Tail Quantile Regression

Number of pages: 30 Posted: 24 Mar 2026
Xuan Leng, Yi He, Yongmiao Hong and Yizhou Zhang
Xiamen University - Wang Yanan Institute for Studies in Economics (WISE), Eastern Institute of Technology, Ningbo, Cornell University - Department of Economics and Kyoto University
Downloads 48 (1,097,529)

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Quantile regressions, Power laws, Extreme value statistics, Heterogeneous data, Returns to education