Yanxi Hou

Yanxi Hou

Fudan University - Shanghai / China
Others
AD Scientific Index ID: 4882774
复旦大学
person_outline Yanxi Hou's MOST POPULAR ARTICLES
1-) Inference for conditional value-at-risk of a predictive regressionY He, Y Hou, L Peng, H ShenThe Annals of Statistics 48 (6), 3442-3464, 2020162020
2-) Tail dependence measure for examining financial extreme co-movementsAV Asimit, R Gerrard, Y Hou, L PengJournal of econometrics 194 (2), 330-348, 2016152016
3-) Prediction of Extremal Expectile Based on Regression Models With Heteroscedastic ExtremesW Xu, Y Hou, D LiJournal of Business & Economic Statistics 40 (2), 522-536, 202282022
4-) Extreme and inference for tail Gini functionals with applications in tail risk measurementY Hou, X WangJournal of the American Statistical Association 116 (535), 1428-1443, 2021112021
5-) Nonparametric inference for sensitivity of Haezendonck–Goovaerts risk measureX Wang, Q Liu, Y Hou, L PengScandinavian Actuarial Journal 2018 (8), 661-680, 201882018