Weidong Xu

发表

Volatility forecasting: The role of lunch-break returns, overnight returns, trading volume and leverage effects

Chongfeng Wu, Xunxiao Wang, Weidong Xu, 2015 .

A jump-diffusion model for option pricing under fuzzy environments

Wei-jun Xu, Hongyi Li, Chongfeng Wu, 2009 .

A study of the impact of COVID‐19 on the Chinese stock market based on a new textual multiple ARMA model

Wei-jun Xu, Hongyi Li, Weidong Xu, 2022, Stat. Anal. Data Min..

The Influencing Factors of Satisfaction and Lending Intention in Online Lending Investment: An Empirical Study Based on the Chinese Market

Weidong Xu, Yingjie Zuo, Xin Gao, 2019, Accounting & Finance.

CEO Turnover after Acquisitions: Are Self-interested Bidders Fired?

Weidong Xu, Xiang Ma, 2017 .

Risk concentration of aggregated dependent risks: The second-order properties

Chongfeng Wu, Weidong Xu, Bingjun Tong, 2012 .

Ambiguity, asset prices, and excess volatility in a pure-exchange economy

Weilin Xiao, Chongfeng Wu, Weidong Xu, 2014 .

Pricing and hedging foreign equity options under Hawkes jump–diffusion processes

Keshab Shrestha, Weidong Xu, Yong Ma, 2020 .

Liquidity management of foreign exchange reserves in continuous time

Jingjing Wang, Weidong Xu, Dewei Zhang, 2013 .

Optimal investment and consumption in the market with jump risk and capital gains tax

Weidong Xu, Yong Ma, Shiping Shan, 2019, Journal of Industrial & Management Optimization.

Pricing Turbo Warrants under Mixed-Exponential Jump Diffusion Model

Weidong Xu, Jianfeng Yu, 2016 .

Stock Market Interactions Driven by Large Declines

Wei-guo Zhang, Zhengjun Zhang, Weidong Xu, 2014 .

Evaluating the Default Risk of Bond Portfolios with Extreme Value Theory

Zhengjun Zhang, Weidong Xu, Yong Ma, 2014, Computational Economics.

Uncertainty Portfolio Model in Cross Currency Markets

Weijun Xu, Hongyi Li, Wei-Guo Zhang, 2010, Int. J. Uncertain. Fuzziness Knowl. Based Syst..

A study of Greek letters of currency option under uncertainty environments

Hongyi Li, Weiguo Zhang, Weidong Xu, 2010, Math. Comput. Model..

Greeks Analysis of Currency Option under Fuzzy Environment

Weidong Xu, Weijun Xu, Jinhong Xu, 2009, 2009 International Joint Conference on Computational Sciences and Optimization.

Wavelet analysis of the co-movement and lead–lag effect among multi-markets

Weidong Xu, Qi Sun, 2018, Physica A: Statistical Mechanics and its Applications.

Media coverage and investment efficiency

Weidong Xu, Xin Gao, Donghui Li, 2021 .

Effects of higher order moments on the newsvendor problem

Yucheng Dong, Weidong Xu, Yucheng Dong, 2013 .

Chinese Stock Market Volatility and the Role of U.S. Economic Variables

Jian Chen, Hongyi Li, Weidong Xu, 2015 .

Media Coverage and Corporate Risk-Taking: International Evidence

Weidong Xu, Xin Gao, Donghui Li, 2022, Journal of Multinational Financial Management.

A Robust General Equilibrium Stochastic Volatility Model with Recursive Preference Investors

Hongyi Li, Chongfeng Wu, Weidong Xu, 2011 .

Robust general equilibrium under stochastic volatility model

Hongyi Li, Chongfeng Wu, Weidong Xu, 2010 .

What determines the market share of investment banks in Chinese domestic IPOs

Weidong Xu, N. Huyghebaert, 2015 .

Pricing foreign equity option with stochastic volatility

Weidong Xu, Qi Sun, 2015 .

Modeling Chinese stock returns with stable distribution

Yucheng Dong, Weidong Xu, Chongfeng Wu, 2011, Math. Comput. Model..

Evaluating the Default Risk of Bond Portfolios with Extreme Value Theory

Wei-guo Zhang, Zhengjun Zhang, Weidong Xu, 2015 .

When to buy or sell in supply chains with the presence of mergers

Weidong Xu, Chongfeng Wu, Xunxiao Wang, 2015 .

Forecasting Bull and Bear Markets: Evidence from China

Jun-Hui Fu, Weidong Xu, Xiaojian Yu, 2017 .

Response of the term structure of forward exchange rate to jump in the interest rate

Chongfeng Wu, Weidong Xu, Xiao-ping Li, 2013 .

Foreign equity option pricing under stochastic volatility model with double jumps

Hongyi Li, Weidong Xu, Hongyi Li, 2011 .

Parameter estimation for fractional Ornstein–Uhlenbeck processes at discrete observation

Wei-Guo Zhang, Weidong Xu, Weilin Xiao, 2011 .

Structural credit risk modelling with Hawkes jump diffusion processes

Weidong Xu, Yong Ma, Weidong Xu, 2016, J. Comput. Appl. Math..

Pricing Vulnerable Options with Jump Clustering

Keshab Shrestha, Weidong Xu, Yong Ma, 2017 .

Accounting for the impact of higher order moments in foreign equity option pricing model

Hongyi Li, Weidong Xu, Hongyi Li, 2011 .

Serial Acquirers and Stock Price Crash Risk: International Evidence

Weidong Xu, Xin Gao, Donghui Li, 2022, Journal of International Financial Markets, Institutions and Money.

Incorporating time‐varying jump intensities in the mean‐variance portfolio decisions

Chongfeng Wu, Weidong Xu, Chunyang Zhou, 2020 .

Pricing black-scholes options with correlated credit risk and jump risk

Wei-jun Xu, Weilin Xiao, Weidong Xu, 2015 .

A jump-diffusion approach to modelling vulnerable option pricing

Weijun Xu, Hongyi Li, Weidong Xu, 2012 .