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The Phillips curve in the US : a nonlinear quantile regression approach
Xu, Qifa; Niu, Xufeng; Jiang, Cuixia; Huang, Xue - In: Economic modelling 49 (2015), pp. 186-197
Persistent link: https://www.econbiz.de/10011439528
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Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model
Xu, Qifa; Chen, Lu; Jiang, Cuixia; Liu, Yezheng - In: Journal of forecasting 41 (2022) 3, pp. 407-421
Persistent link: https://www.econbiz.de/10013166148
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A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection
Jiang, Cuixia; Ding, Xiaoyi; Xu, Qifa; Tong, Yongbo - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012659611
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Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growth
Xu, Qifa; Zhuo, Xingxuan; Jiang, Cuixia; Liu, Xi; Liu, … - In: Economic modelling 75 (2018), pp. 221-236
Persistent link: https://www.econbiz.de/10012101481
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Mixed data sampling expectile regression with applications to measuring financial risk
Xu, Qifa; Chen, Lu; Jiang, Cuixia; Yu, Keming - In: Economic modelling 91 (2020), pp. 469-486
Persistent link: https://www.econbiz.de/10012429122
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A MIDAS multinomial logit model with applications for bond ratings
Jiang, Cuixia; Nie, Yubing; Xu, Qifa - In: Global finance journal 57 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014479070
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An unrestricted MIDAS ordered logit model with applications to credit ratings
Jiang, Cuixia; Zhao, Tingting; Xu, Qifa; Hu, Dan - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 2722-2739
Persistent link: https://www.econbiz.de/10014635157