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Humboldt-Universität zu Berlin - Statistik

Xiu Xu

 
 
 

E-mail:

xiu.xu@hu-berlin.de

 

Phone:

+49 30 2093-5807

 

 

Office:

Spandauer Str. 1, room 406

Office hours:

Upon agreement

Postal address:

Ladislaus von Bortkiewicz Chair of Statistics
School of Business and Economics
Humboldt University of Berlin
Unter den Linden 6
10099 Berlin, Germany   

 

Education

 

Research Interests

  • High-dimensional  Time Series Analysis
  • Financial Econometrics
  • Asset pricing

 

Classes

 

Working Papers

  • Niu, L., Xu, X., and Chen, Y. (2015). An Adaptive Approach to Forecasting Three Key Macroeconomic Variables, SFB 649 Discussion Paper 2015-023 [ pdf ], submitted.
  • Xu, X., Mihoci, A. and Härdle, WK (2015). lCARE - localizing Conditional AutoRegressive Expectiles, SFB 649 Discussion Paper 2015-052 [ pdf ] , submitted.
  • Xu, X., Chen, C. and Härdle, WK (2016). Dynamic credit default swaps curves in a network topology, SFB 649 Discussion Paper 2016-059 [ pdf ] , submitted.

 

Projects