博士生导师
硕士生导师
入职时间：2011-04-01
所在单位：工商管理系
学历：研究生(博士)毕业
办公地点：工程管理与智能制造研究中心
学位：博士学位
在职信息：在职
毕业院校：天津大学
学科：工商管理其他专业
管理科学与工程其他专业
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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.
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Xu Qifa，Li Qianqian,Jiang Cuixia,Zhang Xin,Wu Jun，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.
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Xu Qifa，Ding Xiaohan,Jiang Cuixia,Yu Keming,Shi Li，An elastic-net penalized expectile regression with applications.[J:Journal of Applied Statistics,2021,48(12):2205-2230.
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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.
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Xu Qifa，Zuo Junqing,,Jiang Cuixia,He Yaoyao，A large constrained time-varying portfolio selection model with DCC-MIDAS: Evidence from Chinese stock market.[J:International Journal of Finance & Economics,2021,26(3):3417-3435.
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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.
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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.
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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.
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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,2021,55):101354.
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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.
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