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[31]Xu Qifa，Chen Lu,Jiang Cuixia,Liu Yezheng，Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model.[J:Journal of Forecasting,2021):Accepted.
[32]许启发，刘书婷，蒋翠侠，基于MIDAS分位数回归的条件偏度组合投资决策.[J:中国管理科学,2021,29(3):196-208.
[33]Xu Qifa，Liu Shuting,Jiang Cuixia,Zhuo Xingxuan，QRNN-MIDAS: A novel quantile regression neural network for mixed sampling frequency data.[J:Neurocomputing,2021,457):84-105.
[34]Xu Qifa，Li Mengting，Jiang Cuixia，Network-augmented time-varying parametric portfolio selection: Evidence from the Chinese stock market.[J:The North American Journal of Economics and Finance,2021,58):101503.
[35]Xu Qifa，Zhuo Xingxuan,Jiang Cuixia,Sun Fang,Huang Xue，Reverse restricted MIDAS model with application to US interest rate forecasts.[J:Communications in Statistics-Simulation and Computation,2021,50(2):462-482.
[36]Xu Qifa，Li Qianqian,Jiang Cuixia,Wu Jun,Zhang Xin，Social media, interaction information and stock market efficiency: Evidence from the Shenzhen Stock Exchange Easy Interaction platform in China.[J:Asia-Pacific Journal of Accounting & Economics,2020):In press.
[37]Xu Qifa，Zuo Junqing,He Yaoyao，Jiang Cuixia，A large constrained time-varying portfolio selection model with DCC-MIDAS: Evidence from Chinese stock market.[J:International Journal of Finance & Economics,2020,26(3):3417-3435.
[38]Xu Qifa，Ding Xiaohan,Jiang Cuixia,Yu Keming,Shi Li，An elastic-net penalized expectile regression with applications.[J:Journal of Applied Statistics,2020):In press.
[39]Xu Qifa，Jin Bei，Jiang Cuixia，Measuring systemic risk of the Chinese banking industry: A wavelet-based quantile regression approach.[J:The North American Journal of Economics and Finance,2020,55):101354.
[40]Xu Qifa，Cai Chao,Jiang Cuixia,Sun Fang,Huang Xue，Block average quantile regression for massive dataset.[J:Statistical Papers,2020,61(1):141-165.
total92 4/10
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