Authors: Carrasco, Marine Chen, Xiaohong

Citation: Carrasco, Marine et Chen, Xiaohong, Mixing and Moment Properties of Various GARCH and Stochastic Volatility Models, Econometric theory (Online) , 18(1), 2002, pp. 17-39

Authors: Chen, Xiaohong Hong, Han Tarozzi, Alessandro

Citation: Chen, Xiaohong et al., Semiparametric Efficiency in GMM Models with Auxiliary Data, Annals of statistics , 36(2), 2008, pp. 808-843

Authors: Yang, Sha Hu, Mantian (Mandy) Winer, Russell S. Assael, Henry Chen, Xiaohong

Citation: Yang, Sha et al., An Empirical Study of Word-of-Mouth Generation and Consumption, Marketing science , 31(6), 2012, pp. 952-963

Authors: Chen, Xiaohong Ludvigson, Sydney C.

Citation: Chen, Xiaohong et C. Ludvigson, Sydney, Land of addicts? An empirical investigation of habit-based asset pricing models, Journal of applied econometrics , 24(7), 2009, pp. 1057-1093

Authors: Chen, Xiaohong Wu, Wei Biao Yi, Yanping

Citation: Chen, Xiaohong et al., Efficient estimation of copula-based semiparametric Markov models, Annals of statistics , 37(6B), 2009, pp. 4214-4253

Authors: Chen, Xiaohong Hansen, Lars Peter Scheinkman, José

Citation: Chen, Xiaohong et al., Nonlinear principal components and long-run implications of multivariate diffusions, Annals of statistics , 37(6B), 2009, pp. 4279-4312