Access Statistics for Xiye Yang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Fed-Driven Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications 0 0 2 37 0 2 9 32
Mind Your Language: Market Responses to Central Bank Speeches 0 0 4 28 0 2 18 83
Mind Your Language: Market Responses to Central Bank Speeches 0 1 4 48 1 4 15 59
Testing for mutually exciting jumps and financial flights in high frequency data 0 0 0 0 0 0 2 11
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models 0 0 0 26 0 0 2 46
Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas 0 0 0 29 0 1 2 69
Total Working Papers 0 1 10 168 1 9 48 300

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic properties of correlation-based principal component analysis 0 0 3 14 1 3 7 32
Estimation of Leverage Effect: Kernel Function and Efficiency 0 0 2 3 0 0 5 10
Estimation of the Continuous and Discontinuous Leverage Effects 0 0 0 9 1 2 5 38
Forecasting volatility using double shrinkage methods 0 0 0 5 0 1 1 28
Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations 0 0 1 8 2 3 6 45
Semiparametric Estimation in Continuous-Time: Asymptotics for Integrated Volatility Functionals with Small and Large Bandwidths 0 0 1 2 0 0 3 15
Testing for mutually exciting jumps and financial flights in high frequency data 0 0 1 15 0 0 6 98
Testing for self-excitation in jumps 0 0 0 25 0 1 2 85
Time-invariant restrictions of volatility functionals: Efficient estimation and specification tests 0 0 0 2 0 0 1 18
Uniform predictive inference for factor models with instrumental and idiosyncratic betas 0 0 2 2 0 1 6 6
Total Journal Articles 0 0 10 85 4 11 42 375

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Statistics updated 2025-08-05