Rui Fan

Economics
Assistant Professor

Research

Primary Research Focus
financial econometrics; causal inference; systemic risk; predictive analysis; risk management

Publications

The following is a selection of recent publications in Scopus. Rui Fan has 9 indexed publications in the subjects of Economics, Econometrics and Finance, Economics, Econometrics and Finance, Mathematics.

Market systemic risk, predictability and macroeconomics news
Cindy S.H. Wang, Rui Fan, Yiqiang Xie
Finance Research Letters
, 56
, 2023
.
Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach
Rui Fan, Ji Hyung Lee, Youngki Shin
Journal of Econometrics
, 237
, 2023
.
Shift of User Attitudes about Anti-Asian Hate on Reddit Before and During COVID-19
Lydia Manikonda, Mee Young Um, Rui Fan
ACM International Conference Proceeding Series
, 2022
, pp.364-369
.
Predictive quantile regressions under persistence and conditional heteroskedasticity
Rui Fan, Ji Hyung Lee
Journal of Econometrics
, 213
, 2019
, pp.261-280
.
Generalized empirical likelihood specification test robust to local misspecification
Haiqi Li, Rui Fan, Sung Y. Park
Economics Letters
, 171
, 2018
, pp.149-153
.
Estimation and Hedging Effectiveness of Time-Varying Hedge Ratio: Nonparametric Approaches
Rui Fan, Haiqi Li, Sung Y. Park
Journal of Futures Markets
, 36
, 2016
, pp.968-991
.

View All Scopus Publications

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