Xu Zheng

发表

Asymptotically distribution-free tests for the volatility function of a diffusion

Qiang Chen, Xu Zheng, Zhiyuan Pan, 2015 .

Testing heteroscedasticity in nonlinear and nonparametric regressions

Xu Zheng, 2009 .

A model-free test for contagion between crude oil and stock markets

Xu Zheng, Zhiyuan Pan, Yuting Gong, 2015 .

Testing parametric conditional distributions using the nonparametric smoothing method

Xu Zheng, 2010, Metrika.

Testing Heteroskedasticity in Nonlinear and Nonparametric Regressions with an Application to Interest Rate Volatility

Xu Zheng, 2007 .

Performance analysis of investing in Chinese oil paintings based on a hedonic regression model of price index

F. Wang, Xu Zheng, 2017 .

Testing asymmetric correlations in stock returns via empirical likelihood method

Xu Zheng, Zhiyuan Pan, Qiang Chen, 2014 .

Long Memory in Asymmetric Dependence Between LME and Chinese Aluminum Futures

Xu Zheng, Yuting Gong, 2016 .

Testing parametric conditional distributions using the nonparametric smoothing method

Xu Zheng, Xu Zheng, 2012 .

Testing for the presence of jump components in jump diffusion models

Bin Wang, Xu Zheng, Xu Zheng, 2021, Journal of Econometrics.

A goodness-of-fit test for copulas based on martingale transformation

Xu Zheng, Xiaohui Lu, 2020 .