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Test on association of random variables in the domain of attraction of multivariate stable law
Račev, Svetlozar T.; Huang, Xin - 1991
Persistent link: https://www.econbiz.de/10000842026
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A reduced form framework for modeling volatility of speculative prices based on realized variation measures
Andersen, Torben; Bollerslev, Tim; Huang, Xin - In: Journal of econometrics 160 (2011) 1, pp. 176-189
Persistent link: https://www.econbiz.de/10009242526
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Macroeconomic news announcements, systemic risk, financial market volatility and jumps
Huang, Xin - 2015
Persistent link: https://www.econbiz.de/10011410200
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The relative contribution of jumps to total price variance
Huang, Xin; Tauchen, George Eugene - In: Journal of financial econometrics : official journal of … 3 (2005) 4, pp. 456-499
Persistent link: https://www.econbiz.de/10003154293
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Best attainable rates of convergence for estimates of the stable tail dependence function
Drees, Holger; Huang, Xin - 1996
Persistent link: https://www.econbiz.de/10000939218
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Rate of convergence of intermediate order statistics
Cheng, Shihong - 1995
Persistent link: https://www.econbiz.de/10000910500
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Punishment by securities regulators, corporate social responsibility and the cost of debt
Gong, Guangming; Huang, Xin; Wu, Sirui; Tian, Haowen; … - In: Journal of business ethics : JBE 171 (2021) 2, pp. 337-356
Persistent link: https://www.econbiz.de/10012546759
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China's growth-promoting, public-debt-financed infrastructure investment
Lin, Justin Yifu; Ping, Xinqiao; Huang, Xin - In: Macroeconomic policies in countries of the global South, (pp. 297-326). 2019
Persistent link: https://www.econbiz.de/10012626214
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A model sufficiency test using permutation entropy
Huang, Xin; Shang, Han Lin; Pitt, David C. - In: Journal of forecasting 41 (2022) 5, pp. 1017-1036
Persistent link: https://www.econbiz.de/10013287897
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Persistence of bank credit default swap spreads
Huang, Xin - In: Risks : open access journal 7 (2019) 3/90, pp. 1-13
Credit default swap (CDS) spreads measure the default risk of the reference entity and have been frequently used in recent empirical papers. To provide a rigorous econometrics foundation for empirical CDS analysis, this paper applies the augmented Dickey-Fuller, Phillips-Perron,...
Persistent link: https://www.econbiz.de/10012126480