Skip to contents

  1. Wang, Yulong [Author]; Xiao, Zhijie [Author]

    Estimation and inference about tail features with tail censored data - [This version: March 2020]

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Chestnut Hill, MA, USA: Boston College, 2020

    Published in: Boston College working papers in economics ; 994

  2. Linton, Oliver [Author]; Xiao, Zhijie [Author]

    Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    Cambridge: University of Cambridge, Faculty of Economics, 15 January 2019

    Published in: Cambridge working papers in economics ; 2019,07

  3. Chen, Xiaohong [Author]; Xiao, Zhijie [Author]; Wang, Bo [Author]

    Copula-based time series with filtered nonstationarity - [Final version: October 2020]

    Books
    View online
    Close

    Bookmarks

    You can manage bookmarks using lists, please log in to your user account for this.

    New Haven, Connecticut: Cowles Foundation for Research in Economics, Yale University, 2020

    Published in: Cowles Foundation for Research in Economics: Cowles Foundation discussion paper ; 2242