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Dinghai Xu

Is volatility clustering of asset returns asymmetric?
2014 · Cathy Ning, Dinghai Xu, et al. · Journal of Banking & Finance · 63
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters
2010 · Dinghai Xu, John Knight · Econometric Reviews · 28
Canadian stock market volatility under COVID-19
2021 · Dinghai Xu · International Review of Economics & Finance · 27
Combining a self-exciting point process with the truncated generalized Pareto distribution: An extreme risk analysis under price limits
2020 · Jingru Ji, Donghua Wang, et al. · Journal of Empirical Finance · 20
Asymmetric Stochastic Conditional Duration Model--A Mixture-of-Normal Approach
2011 · D. Xu, J. Knight, et al. · Journal of Financial Econometrics · 18
Modeling the leverage effect with copulas and realized volatility
2008 · Cathy Ning, Dinghai Xu, et al. · Finance research letters · 17
An Empirical Characteristic Function Approach to VaR Under a Mixture-of-Normal Distribution with Time-Varying Volatility
2010 · Dinghai Xu, Tony S. Wirjanto · The Journal of Derivatives · 14
A priority differentiated and multi-channel MAC protocol for airborne networks
2016 · Dinghai Xu, Hengyang Zhang, et al. · IEEE International Conference on Communication Software and Networks · 13
Examining realized volatility regimes under a threshold stochastic volatility model
2012 · Dinghai Xu · International Journal of Finance & Economics · 12
Random matrix application to correlations amongst the volatility of assets
2015 · Ajay Singh, Dinghai Xu · Quantitative Finance · 11
The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey
2009 · Dinghai Xu · RePEc: Research Papers in Economics · 11
GMM estimation of a realized stochastic volatility model: A Monte Carlo study
2016 · Pierre Chaussé, Dinghai Xu · Econometric Reviews · 8
Yaw Steering Using Adaptive Filtering for Spaceborne Sar Systems
2020 · Tao Chen, Yongfei Ding, et al. · IEEE International Geoscience and Remote Sensing Symposium (IGARSS) · 5
Channel quality estimation with MMSE filter and viterbi decoding for airborne communications
2014 · Tao Chen, Bo Chen, et al. · 5
Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach
2010 · Dinghai Xu, Yuying Li · RePEc: Research Papers in Economics · 5
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data
2021 · Cathy Ning, Dinghai Xu, et al. · 4
Modelling asset returns under price limits with mixture of truncated Gaussian distribution
2020 · Dinghai Xu · Applied Economics · 4
Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market
2018 · Jingru Ji, Donghua Wang, et al. · Economic Modelling · 4
A Threshold Stochastic Volatility Model with Realized Volatility
2010 · Dinghai Xu · RePEc: Research Papers in Economics · 4
An Efficient Estimation for Switching Regression Models: A Monte Carlo Study
2010 · Dinghai Xu · Communications in Statistics - Simulation and Computation · 3
Extreme Comovements and Downside/Upside Risk Spillovers between Oil Prices and Exchange Rates
2022 · Cathy Ning, Dinghai Xu · Macroeconomic Dynamics · 2
A method of channel calibration using periodic monitoring for phased array radar based on FPGA
2021 · X. Jin, D. Xu, et al. · IET conference proceedings. · 2
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data
2021 · Cathy Ning, Dinghai Xu, et al. · 2
Performance Analysis on High-Resolution Spaceborne MIMO-SAR Systems
2020 · Tao Chen, Yongfei Ding, et al. · International Conference on Microwave and Millimeter Wave Technology (ICMMT) · 2
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution: evidence from China
2020 · Donghua Wang, Jin Ding, et al. · Applied Economics · 2
Works count: 67
Citation count: 305
H-index: 11
I10-index: 11
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