- Xu Qifa,Bo Zhongpu,Jiang Cuixia,Liu Yezheng,Does Google search index really help predicting stock market volatility? Evidence from a modified mixed data sampling model on volatility.[J:Knowledge-Based Systems,2018,166):170-185.
- Xu Qifa,Cai Chao,Jiang Cuixia,Huang Xue,Quantile regression for large-scale data via sparse exponential transform method.[J:Statistics,2019,53(1):26-42.
- Xu Qifa,Zhuo Xingxuan,Jiang Cuixia,Liu Yezheng,An artificial neural network for mixed frequency data.[J:Expert Systems with Applications,2018,118):127-139.
- 许启发,王侠英,蒋翠侠,熊熊,基于藤copula-CAViaR方法的股市风险溢出效应研究.[J:系统工程理论与实践,2018,38(11):2738-2749.
- 许启发,丁晓涵,蒋翠侠,基于Expectile回归的均值-ES组合投资决策.[J:中国管理科学,2018,26(10):20-29.
- 许启发,刘曦,蒋翠侠,虞克明,分位数向量自回归分布滞后模型及脉冲响应分析.[J:系统工程学报,2018,33(4):472-487.
- 许启发,李辉艳,蒋翠侠,何耀耀,基于QRNN+GARCH方法的供应链金融多期价格风险测度及防范.[J:数理统计与管理,2018,37(4):728-740.
- 许启发,左俊青,蒋翠侠,基于DCC-MIDAS与参数化策略的时变组合投资决策.[J:系统科学与数学,2018,38(4):438-455.
- Xu Qifa,Zhuo Xingxuan,Jiang Cuixia,Liu Xi,Liu Yezheng,Group penalized unrestricted mixed data sampling model with application to forecasting US GDP growthEconomic Modelling.[J:Economic Modelling,2018,75):221-236.
- Xu Qifa,Chen Lu,Jiang Cuixia,Yuan Jing,Measuring systemic risk of the banking industry in China: A DCC-MIDAS-t approach.[J:Pacific-Basin Finance Journal,2018,51):13-31.