Shangyu Xie
Author
Alternate names Shang‐yu Xie, Shangyu Xie
Institution Illinois Institute of Technology
Past institutions Illinois Institute of Technology, University of International Business and Economics, Tianjin Chengjian University, Beijing Institute of Technology, Academy of Mathematics and Systems Science +1 more
ORCID: Yes
H-index: 10
I10-index: 11
Works count: 50
Citations count: 352
A Varying-Coefficient Expectile Model for Estimating Value at Risk
2014 · Shangyu Xie, Yong Zhou, et al. · Journal of Business and Economic Statistics
Efficient estimation of integrated volatility incorporating trading information
2016 · Yingying Li, Shangyu Xie, et al. · Journal of Econometrics
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone
2021 · Isabel Casas, Jiti Gao, et al. · Journal of Applied Econometrics