| Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck process X Wang, W Xiao, J Yu Journal of Econometrics, 2021 | 44 | 2021 |
| Bias in estimating multivariate and univariate diffusions X Wang, PCB Phillips, J Yu Journal of Econometrics 161 (2), 228-245, 2011 | 38 | 2011 |
| Double asymptotics for explosive continuous time models X Wang, J Yu Journal of Econometrics 193 (1), 35-53, 2016 | 36 | 2016 |
| Limit theory for an explosive autoregressive process X Wang, J Yu Economics Letters 126, 176-180, 2015 | 35 | 2015 |
| New distribution theory for the estimation of structural break point in mean L Jiang, X Wang, J Yu Journal of Econometrics 205 (1), 156-176, 2018 | 30 | 2018 |
| In-fill asymptotic theory for structural break point in autoregressions L Jiang, X Wang, J Yu Econometric Reviews 40 (4), 359-386, 2020 | 13 | 2020 |
| Asymptotic Properties of the Least Squares Estimator in Local to Unity Processes with Fractional Gaussian Noise X Wang, W Xiao, J Yu Essays in Honor of Joon Y. Park: Econometric Theory, 73-95, 2023 | 6 | 2023 |
| On the optimal forecast with the fractional Brownian motion X Wang, J Yu, C Zhang Quantitative Finance 24 (2), 337-346, 2024 | 5 | 2024 |
| HAR testing for spurious regression in trend PCB Phillips, X Wang, Y Zhang Econometrics 7 (4), 50, 2019 | 5 | 2019 |
| Brexit and global equity fund capital reallocation X Gao, Y Hu, H Wang, X Wang Journal of International Money and Finance 125, 102639, 2022 | 3 | 2022 |
| Latent local-to-unity models X Wang, J Yu Econometric Reviews 42 (7), 586-611, 2023 | 2 | 2023 |
| Bubble testing under polynomial trends X Wang, Y Jun The Econometrics Journal 26 (1), 25-44, 2023 | 1 | 2023 |
