Zaichao Du
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Affiliations
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Southwestern University of Finance and Economics (SWUFE)
/ Research Institute of Economics and Management
Research profile
author of:
- Backtesting portfolio value‐at‐risk with estimated portfolio weights (RePEc:bla:jtsera:v:41:y:2020:i:5:p:605-619)
by Zaichao Du & Pei Pei - The impacts of China’s exchange rate regime reform in 2005: A counterfactual analysis (RePEc:bla:rdevec:v:25:y:2021:i:1:p:430-448)
by Zaichao Du & Jie Li & Pei Pei - The Macroeconomic Effects of the Canada–US Free Trade Agreement on Canada: A Counterfactual Analysis (RePEc:bla:worlde:v:38:y:2015:i:5:p:878-892)
by Lin Zhang & Zaichao Du & Cheng Hsiao & Hua Yin - The macroeconomic effects of the 35-h workweek regulation in France (RePEc:bpj:bejmac:v:13:y:2013:i:1:p:21:n:2)
by Du Zaichao & Yin Hua & Zhang Lin - Intraday probability of informed trading (RePEc:ebl:ecbull:eb-11-00590)
by Zaichao Du - Decomposing the rich dad effect on income inequality using instrumental variable quantile regression (RePEc:eee:chieco:v:31:y:2014:i:c:p:379-391)
by Du, Zaichao & LI, Renyu & He, Qinying & ZHANG, Lin - Testing for serial independence of panel errors (RePEc:eee:csdana:v:76:y:2014:i:c:p:248-261)
by Du, Zaichao - Assessing the gains and vulnerability of free trade: A counterfactual analysis of Macau (RePEc:eee:ecmode:v:70:y:2018:i:c:p:147-158)
by Yin, Hua & Du, Zaichao & Zhang, Lin - A simple and robust counterfactual impact evaluation (RePEc:eee:ecolet:v:207:y:2021:i:c:s0165176521002925)
by Du, Zaichao & Pei, Pei - Home-purchase restriction, property tax and housing price in China: A counterfactual analysis (RePEc:eee:econom:v:188:y:2015:i:2:p:558-568)
by Du, Zaichao & Zhang, Lin - The case for CASE: Estimating heterogeneous systemic effects (RePEc:eee:jbfina:v:157:y:2023:i:c:s0378426623002133)
by Du, Zaichao & Escanciano, Juan Carlos & Zhu, Guangwei - Foreign buyer taxes and house prices in Canada: A tale of two cities (RePEc:eee:jhouse:v:55:y:2022:i:c:s1051137721000620)
by Du, Zaichao & Yin, Hua & Zhang, Lin - The effects of medical insurance on durables consumption in rural China (RePEc:eme:caerpp:v:4:y:2012:i:2:p:176-187)
by Meiling Ying & Zaichao Du - Unknown item RePEc:inm:ormnsc:v:63:y:2017:i:4:p:940-958 (article)
- Nonparametric Bootstrap Tests for Independence of Generalized Errors (RePEc:inu:caeprp:2009023)
by Zaichao Du - Backtesting Expected Shortfall: Accounting for Tail Risk (RePEc:inu:caeprp:2015001)
by Juan Carlos Escanciano & Zaichao Du - Automatic Portmanteau Tests with Applications to Market Risk Management (RePEc:inu:caeprp:2017002)
by Zaichao Du & Juan Carlos Escanciano & Guangwei Zhu - Competition and price dispersion: evidence from airline and high-speed rail competition in China (RePEc:oup:indcch:v:33:y:2024:i:3:p:670-693.)
by Zaichao Du & Han Li & Feng Wei & Lan Zhang - A Nonparametric Distribution-Free Test for Serial Independence of Errors (RePEc:taf:emetrv:v:34:y:2015:i:6-10:p:1011-1034)
by Zaichao Du & Juan Carlos Escanciano - Powerful Backtests for Historical Simulation Expected Shortfall Models (RePEc:taf:jnlbes:v:42:y:2024:i:3:p:864-874)
by Zaichao Du & Pei Pei & Xuhui Wang & Tao Yang - Automatic portmanteau tests with applications to market risk management (RePEc:tsj:stataj:v:17:y:2017:i:4:p:901-915)
by Guangwei Zhu & Zaichao Du & Juan Carlos Escanciano - Nonparametric bootstrap tests for independence of generalized errors (RePEc:wly:emjrnl:v:19:y:2016:i:1:p:55-83)
by Zaichao Du