Browsing All of EconStor by Author Zhu, Lixing
Showing results 1 to 4 of 4
Year of Publication | Title | Author(s) |
2009 | Generalized single-index models: The EFM approach | Cui, Xia; Härdle, Wolfgang Karl; Zhu, Lixing |
2010 | Mean volatility regressions | Lin, Lu; Li, Feng; Zhu, Lixing; Härdle, Wolfgang Karl |
2013 | Composite quantile regression for the single-index model | Fan, Yan; Härdle, Wolfgang Karl; Wang, Weining; Zhu, Lixing |
2016 | A Bayesian Approach to Excess Volatility, Short-term Underreaction and Long-term Overreaction During Financial Crises | Guo, Xu; McAleer, Michael; Wong, Wing-Keung; Zhu, Lixing |