Ke‐Li Xu

486 total citations
36 papers, 301 citations indexed

About

Ke‐Li Xu is a scholar working on Finance, Statistics and Probability and General Economics, Econometrics and Finance. According to data from OpenAlex, Ke‐Li Xu has authored 36 papers receiving a total of 301 indexed citations (citations by other indexed papers that have themselves been cited), including 27 papers in Finance, 19 papers in Statistics and Probability and 14 papers in General Economics, Econometrics and Finance. Recurrent topics in Ke‐Li Xu's work include Financial Risk and Volatility Modeling (22 papers), Statistical Methods and Inference (16 papers) and Monetary Policy and Economic Impact (14 papers). Ke‐Li Xu is often cited by papers focused on Financial Risk and Volatility Modeling (22 papers), Statistical Methods and Inference (16 papers) and Monetary Policy and Economic Impact (14 papers). Ke‐Li Xu collaborates with scholars based in United States, Canada and Singapore. Ke‐Li Xu's co-authors include Peter C.B. Phillips, Taisuke Otsu, Junjie Guo and Jui‐Chung Yang and has published in prestigious journals such as Review of Financial Studies, Journal of Econometrics and Journal of Business and Economic Statistics.

In The Last Decade

Ke‐Li Xu

32 papers receiving 292 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Ke‐Li Xu United States 10 202 127 118 108 23 36 301
Helle Bunzel United States 9 201 1.0× 295 2.3× 130 1.1× 230 2.1× 28 1.2× 25 471
Anna Mikusheva United States 11 108 0.5× 152 1.2× 193 1.6× 201 1.9× 34 1.5× 21 426
Tiemen Woutersen United States 8 69 0.3× 142 1.1× 109 0.9× 80 0.7× 22 1.0× 24 271
Viktor Tsyrennikov United States 7 146 0.7× 121 1.0× 83 0.7× 84 0.8× 18 0.8× 16 261
Wen‐Jen Tsay Taiwan 9 182 0.9× 223 1.8× 47 0.4× 148 1.4× 40 1.7× 34 361
David T. Jacho‐Chávez United States 10 55 0.3× 120 0.9× 141 1.2× 87 0.8× 18 0.8× 46 299
Stefan Lundbergh Sweden 4 181 0.9× 215 1.7× 40 0.3× 155 1.4× 13 0.6× 9 306
Sophie A. Ladoucette Belgium 7 97 0.5× 111 0.9× 33 0.3× 85 0.8× 46 2.0× 12 215
Eric Eisenstat Australia 7 98 0.5× 163 1.3× 42 0.4× 151 1.4× 30 1.3× 16 256
Tassos Magdalinos United Kingdom 9 243 1.2× 231 1.8× 73 0.6× 180 1.7× 49 2.1× 18 372

Countries citing papers authored by Ke‐Li Xu

Since Specialization
Citations

This map shows the geographic impact of Ke‐Li Xu's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ke‐Li Xu with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ke‐Li Xu more than expected).

Fields of papers citing papers by Ke‐Li Xu

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ke‐Li Xu. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ke‐Li Xu. The network helps show where Ke‐Li Xu may publish in the future.

Co-authorship network of co-authors of Ke‐Li Xu

This figure shows the co-authorship network connecting the top 25 collaborators of Ke‐Li Xu. A scholar is included among the top collaborators of Ke‐Li Xu based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Ke‐Li Xu. Ke‐Li Xu is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Xu, Ke‐Li. (2023). Local Projection Based Inference under General Conditions. SSRN Electronic Journal. 4 indexed citations
2.
Xu, Ke‐Li. (2023). Local Projection Based Inference under General Conditions. SSRN Electronic Journal. 1 indexed citations
3.
Xu, Ke‐Li. (2021). On the serial correlation in multi-horizon predictive quantile regression. Economics Letters. 200. 109736–109736. 5 indexed citations
4.
Xu, Ke‐Li. (2020). Inference of local regression in the presence of nuisance parameters. Journal of Econometrics. 218(2). 532–560.
5.
Xu, Ke‐Li. (2019). Testing for Multiple-Horizon Predictability: Direct Regression Based versus Implication Based. Review of Financial Studies. 33(9). 4403–4443. 23 indexed citations
6.
Xu, Ke‐Li & Junjie Guo. (2019). A Dimensionality-Robust Test in Multiple Predictive Regression. SSRN Electronic Journal. 1 indexed citations
7.
8.
Xu, Ke‐Li. (2016). Testing for Return Predictability with Co-Moving Predictors of Unknown Form. SSRN Electronic Journal. 5 indexed citations
9.
Xu, Ke‐Li & Jui‐Chung Yang. (2014). Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility. Scandinavian Journal of Statistics. 42(1). 63–86. 4 indexed citations
10.
Xu, Ke‐Li. (2014). MODEL-FREE INFERENCE FOR TAIL RISK MEASURES. Econometric Theory. 32(1). 122–153. 1 indexed citations
11.
Xu, Ke‐Li. (2013). Power monotonicity in detecting volatility levels change. Economics Letters. 121(1). 64–69. 2 indexed citations
12.
Xu, Ke‐Li. (2012). Robustifying multivariate trend tests to nonstationary volatility. Journal of Econometrics. 169(2). 147–154. 15 indexed citations
13.
Otsu, Taisuke & Ke‐Li Xu. (2011). Empirical Likelihood for Regression Discontinuity Design. SSRN Electronic Journal. 5 indexed citations
14.
Phillips, Peter C.B. & Ke‐Li Xu. (2010). Tilted Nonparametric Estimation of Volatility Functions with Empirical Applications. SSRN Electronic Journal. 1 indexed citations
15.
Xu, Ke‐Li. (2009). REWEIGHTED FUNCTIONAL ESTIMATION OF DIFFUSION MODELS. Econometric Theory. 26(2). 541–563. 20 indexed citations
16.
17.
Xu, Ke‐Li. (2009). Robustifying Multivariate Trend Tests to Nonstationary Volatility. SSRN Electronic Journal. 1 indexed citations
18.
Xu, Ke‐Li. (2007). Re-Weighted Functional Estimation of Diffusion Models. SSRN Electronic Journal. 9 indexed citations
19.
Xu, Ke‐Li & Peter C.B. Phillips. (2006). Adaptive Estimation of Autoregression Models with Time-Varying Variances. SSRN Electronic Journal. 8 indexed citations
20.
Phillips, Peter C.B. & Ke‐Li Xu. (2005). Inference in Autoregression under Heteroskedasticity. Journal of Time Series Analysis. 27(2). 289–308. 58 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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