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Jiawen Xu
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Forecasting return volatility: Level shifts with varying jump probability and mean reversion
J Xu, P Perron
International Journal of Forecasting 30 (3), 449-463, 2014
512014
Modelling exchange rate volatility with random level shifts
Y Li, P Perron, J Xu
Applied Economics 49 (26), 2579-2589, 2017
292017
How Well Does Uncertainty Forecast Economic Activity?
J Xu, J Rogers
Journal of Money, Credit and Banking, 2023
28*2023
Robust leverage decision under locked wealth and high-water mark contract
D Luo, X Wu, J Xu, J Yan
Finance Research Letters 46, 102428, 2022
112022
Forecasting in the presence of in-sample and out-of-sample breaks
J Xu, P Perron
Empirical Economics 64 (6), 3001-3035, 2023
9*2023
Forecasting US yield curve using the dynamic Nelson–Siegel model with random level shift parameters
D Luo, T Pang, J Xu
Economic Modelling 94, 340-350, 2021
42021
Robust risk-taking under a sustainable constraint
J Xu, D Luo, J Yan, X Wu
Operations Research Letters 50 (3), 246-253, 2022
32022
Portfolio selection: from under-diversification to concentration
J Xu, Y Li, K Liu, T Chen
Empirical Economics 64 (4), 1539-1557, 2023
22023
Nowcasting China’s PPI inflation using low-frequency and mixed-frequency dynamic factor models
R Liang, F Wang, J Xu
J. Financ. Res 494, 22-41, 2021
12021
Comments on" In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation driven models"
P Perron, J Xu
International Journal of Forecasting, 2016
12016
Robust testing of time trend and mean with unknown integration order errors
SY Chang, P Perron, J Xu
Journal of Statistical Computation and Simulation 92 (17), 3561-3582, 2022
2022
Robust testing of time trend and mean with unknown integration order errors Frequency (and Other) Contaminations
J Xu, P Perron
Boston University-Department of Economics-Working Papers Series, 2013
2013
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Articles 1–12