Hai-Chuan Xu
2PUBLICATIONS
1CO-AUTHORS
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Publications (2)
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|Dec 19, 2022
Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework.Hai-Chuan Xu, Fredj Jawadi, Jie Zhou
|Jan 11, 2020
Modeling aggressive market order placements with Hawkes factor models.Hai-Chuan Xu, Wei-Xing Zhou
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