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Weixuan Xia

Personal Details

First Name:Weixuan
Middle Name:
Last Name:Xia
RePEc Short-ID:pxi161
[This author has chosen not to make the email address public]


Questrom School of Business
Boston University

Boston, Massachusetts (United States)
RePEc:edi:sombuus (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  1. Zhe Fei & Weixuan Xia, 2022. "Regulating stochastic clocks," Papers 2205.00383,
  2. Liang Wang & Weixuan Xia, 2020. "Power-type derivatives for rough volatility with jumps," Papers 2008.10184,, revised Nov 2021.


  1. Liang Wang & Weixuan Xia, 2022. "Power‐type derivatives for rough volatility with jumps," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(7), pages 1369-1406, July.
  2. Weixuan Xia, 2020. "The average of a negative-binomial Lévy process and a class of Lerch distributions," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 49(4), pages 1008-1024, February.
  3. Weixuan Xia, 2020. "On Exact and Asymptotic Formulas for the Distribution of the Integral of a Squared Brownian Motion with Drift," Methodology and Computing in Applied Probability, Springer, vol. 22(3), pages 1389-1413, September.
  4. Jiang Zhengjun & Xia Weixuan, 2018. "Volatility Modeling with Leverage Effect under Laplace Errors," Journal of Time Series Econometrics, De Gruyter, vol. 10(1), pages 1-29, January.
  5. Weihe Wang & Weixuan Xia, 2017. "Empirical Modeling for the Spot Price of Gold Based on Influencing Factors," Applied Economics and Finance, Redfame publishing, vol. 4(3), pages 129-140, May.

More information

Research fields, statistics, top rankings, if available.


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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 2 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-PAY: Payment Systems & Financial Technology (1) 2022-06-27. Author is listed
  2. NEP-RMG: Risk Management (1) 2020-09-21. Author is listed


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