Shangyu Xie

Available identifiers

Publication	Date of Publication	Type
A Varying-Coefficient Expectile Model for Estimating Value at Risk	2025-01-20	Paper
Trading-flow assisted estimation of the jump activity index	2021-05-05	Paper
A varying coefficient approach to estimating hedonic housing price functions and their quantiles	2020-12-04	Paper
OUP accepted manuscript	2019-06-24	Paper
Quantile regression methods with varying-coefficient models for censored data	2018-08-21	Paper
Variable selection for frailty transformation models with application to diabetic complications	2016-12-19	Paper
Efficient estimation of integrated volatility incorporating trading information	2016-09-13	Paper
Wavelet analysis of change-points in a non-parametric regression with heteroscedastic variance	2016-08-04	Paper
Two-stage estimation for seemingly unrelated nonparametric regression models	2008-05-07	Paper

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