Xiaoheng Xie
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Person:3572647
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Nonparametric inference for kurtosis and conditional kurtosis Journal of Shanghai University (English Edition) | 2010-07-08 | Paper |
| Computation for transition matrix and VaR in CreditMetrics model | 2009-11-11 | Paper |
| On the error of kernel estimation for conditional PDF and its optimal bandwidth selection | 2009-07-22 | Paper |
| Nonparametric computation of VaR and CVaR for a type of financial series | 2009-03-06 | Paper |
Research outcomes over time
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