Concepedia

Yongdeng Xu

YX

Statistics

Publications

12

Citations

275

H-Index

11

Active since

2013

Affiliations

Cardiff University(Current)

Centre for Economic Policy Research

University of York

Cardiff Metropolitan University

University of Bristol

Yongdeng Xu is an author at Cardiff University specializing in economics, econometrics, and social sciences.

Publications per year

2013–2024

12

Publications

12

Testing Macro Models by Indirect Inference: A Survey for Users

Vo Phuong Mai Le, David Meenagh, Patrick Minford et al. · Open Economies Review · 2015 · 62 citations

Natural Sciences, Biostatistics, Economics +14

Testing DSGE Models by Indirect Inference: a Survey of Recent Findings

David Meenagh, Patrick Minford, Michael Wickens et al. · Open Economies Review · 2019 · 46 citations · Full text

Social Sciences, Business Economics, Economics +17

Illiquidity and volatility spillover effects in equity markets during and after the global financial crisis: An MEM approach

Yongdeng Xu, Nick Taylor, Wenna Lu · International Review of Financial Analysis · 2018 · 32 citations · Full text

Business, Economics, Finance +17

DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations

Luc Bauwens, Yongdeng Xu · International Journal of Forecasting · 2022 · 22 citations · Full text

Business, Economics, Econometrics +16

Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets

Yongdeng Xu, Bo Guan, Wenna Lu et al. · Energy Economics · 2024 · 18 citations · Full text

Business, Economics, Finance +16

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