Jiawen Xu

Jiawen Xu

Shanghai University of Finance & Economics - Shanghai / China
Economics & Econometrics / Economics
AD Scientific Index ID: 4816207
上海财经大学
person_outline Jiawen Xu's MOST POPULAR ARTICLES
1-) Forecasting return volatility: Level shifts with varying jump probability and mean reversion J Xu, P Perron International Journal of Forecasting 30 (3), 449-463, 2014 472014
2-) Modelling exchange rate volatility with random level shiftsY Li, P Perron, J XuApplied Economics 49 (26), 2579-2589, 2017292017
3-) How Well Does Uncertainty Forecast Economic Activity?J Xu, J RogersJournal of Money, Credit and Banking, 202328*2023
4-) Forecasting in the presence of in-sample and out-of-sample breaksJ Xu, P PerronEmpirical Economics 64 (6), 3001-3035, 202311*2023
5-) Robust leverage decision under locked wealth and high-water mark contractD Luo, X Wu, J Xu, J YanFinance Research Letters 46, 102428, 2022112022