Details about Weixuan Xia

Access statistics for papers by Weixuan Xia.

Last updated 2022-07-02. Update your information in the RePEc Author Service.

Short-id: pxi161

Working Papers

2023

1. Regulating stochastic clocks
   Papers, arXiv.org

2021

2. Power-type derivatives for rough volatility with jumps
   Papers, arXiv.org
   See also Journal Article Power‐type derivatives for rough volatility with jumps, Journal of Futures Markets, John Wiley & Sons, Ltd. (2022) View citations (2) (2022)

Journal Articles

2022

1. Power‐type derivatives for rough volatility with jumps
   Journal of Futures Markets, 2022, 42, (7), 1369-1406 View citations (2)
   See also Working Paper Power-type derivatives for rough volatility with jumps, Papers (2021) (2021)

2020

2. On Exact and Asymptotic Formulas for the Distribution of the Integral of a Squared Brownian Motion with Drift
   Methodology and Computing in Applied Probability, 2020, 22, (3), 1389-1413
3. The average of a negative-binomial Lévy process and a class of Lerch distributions
   Communications in Statistics - Theory and Methods, 2020, 49, (4), 1008-1024

2018

4. Volatility Modeling with Leverage Effect under Laplace Errors
   Journal of Time Series Econometrics, 2018, 10, (1), 29

2017

5. Empirical Modeling for the Spot Price of Gold Based on Influencing Factors
   Applied Economics and Finance, 2017, 4, (3), 129-140