Concepedia

Ke Xu

KX

19

Publications

886

Citations

15

H-Index

2014

Active since

Affiliations

University of Victoria(Current)

Beihang University

Queen's University

Deakin University

Singapore Management University

Ke Xu is an author at University of Victoria specializing in business, engineering, and asset pricing.

Top concepts

BusinessEngineeringFinanceAsset PricingEconomicsData ScienceFinancial EconomicsManagementQuantitative FinanceForecasting

Publications per year

2014–2023

19

Publications

19

Research Status and Development Trend of Steel-Bamboo Composite Structure

Yu Wen, Ke Xu, Jing Tang et al. · Advanced materials research · 2014 · 248 citations

High-order Hidden Markov Model for trend prediction in financial time series

Mengqi Zhang, Xin Jiang, Zehua Fang et al. · Physica A Statistical Mechanics and its Applications · 2018 · 86 citations

Financial Time Series, Asset Pricing, Hidden Markov Model +11

A Fractionally Cointegrated VAR Analysis of Price Discovery in Commodity Futures Markets

Sepideh Dolatabadi, Morten Ørregaard Nielsen, Ke Xu · Journal of Futures Markets · 2014 · 71 citations

Volatility Modeling, Commodity Market, Price Discovery +18

STOCK MARKET OPENNESS AND MARKET QUALITY: EVIDENCE FROM THE SHANGHAI–HONG KONG STOCK CONNECT PROGRAM

Ke Xu, Xinwei Zheng, Li Xing et al. · The Journal of Financial Research · 2020 · 70 citations

A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets

Sepideh Dolatabadi, Morten Ørregaard Nielsen, Ke Xu · Journal of Empirical Finance · 2015 · 66 citations

Economics, Volatility Modeling, Financial Economics +11

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