Working Papers

• Influence Function: Local Robustness and Efficiency

  Joint with Ruonan Xu

• Bias Correction and Robust Inference in Semiparametric Models

  Joint with Jungjun Choi

• Flight to Home and Asymmetric Tail Cycles: Identification through Mutual Excitation Approach

  Joint with Deniz Erdemlioglu and Kamil Yilmaz

  R&R, Journal of Business & Economic Statistics

• Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications

  Joint with Deniz Erdemlioglu and Chris Neely

  R&R, Journal of International Money and Finance

Work In Progress

• Bootstrap Approximation of Degenerate U-Statistics

  Joint with Ruixuan Liu