Xiao Huang

Quasi-maximum likelihood estimation of multivariate diffusions

Xiao Huang, 2013 .

LOCAL COMPOSITE QUANTILE REGRESSION SMOOTHING: A FLEXIBLE DATA STRUCTURE AND CROSS-VALIDATION

Xiao Huang, Zhongjian Lin, 2019, Econometric Theory.

Integrated Gradients is a Nonlinear Generalization of the Industry Standard Approach to Variable Attribution for Credit Risk Models

Jonathan W. Boardman, Md. Shafiul Alam, Xiao Huang, 2022, 2022 IEEE International Conference on Big Data (Big Data).

Leverage and asymmetric volatility: The firm-level evidence

Jan Ericsson, Stefano Mazzotta, Xiao Huang, 2016 .

Nonparametric Estimation in Large Panels with Cross-Sectional Dependence

Xiao Huang, 2013 .

Dynamic Panels, Cross Sectional Correlation, and Arbitrage in Equities Market

Xiao Huang, 2012 .

Panel Vector Autoregression Under Cross-Sectional Dependence

Xiao Huang, 2008 .

Local Composite Quantile Regression for Regression Discontinuity

Xiao Huang, Zhaoguo Zhan, Zhaoguo Zhan, 2020, Journal of Business & Economic Statistics.

Quasi�?Maximum Likelihood Estimation of Discretely Observed Diffusions

Xiao Huang, 2011 .

Finite Sample Properties of FGLS Estimator for Random-Effects Model under Non-Normality

A. Ullah, Xiao Huang, 2006 .