| The effect of human mobility restrictions on the COVID-19 transmission network in China T Oka, W Wei, D Zhu PloS one 16 (7), e0254403, 2021 | 45 | 2021 |
| High-dimensional conditionally Gaussian state space models with missing data JCC Chan, A Poon, D Zhu Journal of Econometrics 236 (1), 105468, 2023 | 35 | 2023 |
| Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics J Mitchell, A Poon, D Zhu Journal of Applied Econometrics 39 (5), 790-812, 2024 | 25 | 2024 |
| Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier Cosine method B Kang, Y Shen, D Zhu, J Ziveyi Insurance: Mathematics and Economics 105, 96-127, 2022 | 25 | 2022 |
| Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP M Iacopini, A Poon, L Rossini, D Zhu Journal of Economic Dynamics and Control 157, 104757, 2023 | 19 | 2023 |
| Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation JCC Chan, L Jacobi, D Zhu Journal of Forecasting 39 (6), 934-943, 2020 | 19 | 2020 |
| Automated sensitivity analysis for Bayesian inference via Markov chain Monte Carlo: Applications to Gibbs sampling L Jacobi, MS Joshi, D Zhu Available at SSRN 2984054, 2018 | 17 | 2018 |
| First and second order Greeks in the Heston model JH Chan, MS Joshi, D Zhu Available at SSRN 1718102, 2010 | 17 | 2010 |
| Indirect inference with a non-smooth criterion function DT Frazier, T Oka, D Zhu Journal of Econometrics 212 (2), 623-645, 2019 | 15 | 2019 |
| Conditional forecasts in large bayesian VARs with multiple soft and hard constraints JC Chan, D Pettenuzzo, A Poon, D Zhu Available at SSRN 4358152, 2023 | 13 | 2023 |
| Generic improvements to least squares monte carlo methods with applications to optimal stopping problems W Wei, D Zhu European Journal of Operational Research 298 (3), 1132-1144, 2022 | 13 | 2022 |
| How sensitive are VAR forecasts to prior hyperparameters? An automated sensitivity analysis JCC Chan, L Jacobi, D Zhu Topics in Identification, Limited Dependent Variables, Partial Observability …, 2019 | 12 | 2019 |
| Predictive risk analysis using a collective risk model: Choosing between past frequency and aggregate severity information R Oh, Y Lee, D Zhu, JY Ahn Insurance: Mathematics and Economics 96, 127-139, 2021 | 11 | 2021 |
| Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints JCC Chan, D Pettenuzzo, A Poon, D Zhu Journal of Economic Dynamics and Control 173, 105061, 2025 | 10 | 2025 |
| Bivariate distribution regression with application to insurance data Y Wang, T Oka, D Zhu Insurance: Mathematics and Economics 113, 215-232, 2023 | 10 | 2023 |
| Time-varying parameter midas models: Application to nowcasting us real gdp JCC Chan, A Poon, D Zhu Journal of Econometrics, 106090, 2025 | 9 | 2025 |
| Optimal partial proxy method for computing gammas of financial products with discontinuous and angular payoffs MS Joshi, D Zhu Applied Mathematical Finance 23 (1), 22-56, 2016 | 9 | 2016 |
| Multi-population mortality modelling: a Bayesian hierarchical approach J Shi, Y Shi, P Wang, D Zhu ASTIN Bulletin: The Journal of the IAA 54 (1), 46-74, 2024 | 8 | 2024 |
| Valuing variable annuities with path-dependent surrender guarantees under regime-switching Lévy models M Ai, Z Zhang, D Zhu Scandinavian Actuarial Journal 2023 (4), 330-358, 2023 | 8 | 2023 |
| An exact method for the sensitivity analysis of systems simulated by rejection techniques MS Joshi, D Zhu European Journal of Operational Research 254 (3), 875-888, 2016 | 8 | 2016 |
