Publication: Dr. Xiu Xu's paper "lCARE - localizing Conditional AutoRegressive Expectiles" has been accepted for publication in Journal of Empirical Finance
10.01.2018. We have been informed that the paper "lCARE - localizing Conditional AutoRegressive Expectiles" by the IRTG alumni Dr. Xiu Xu has been accepted for publication in Journal of Empirical Finance.
We now look forward to seeing their article appear in a future issue of JE.
The article will be based on the SFB 649 Discussion Paper 2015-52.
Our most recent discussion papers are available in our research results section.