Access Statistics for Xingzhi Yao
Author contact details at EconPapers.
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Forecasting using alternative measures of model‐free option‐implied volatility | 0 | 0 | 0 | 7 | 0 | 1 | 2 | 23 |
| Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model | 0 | 0 | 2 | 6 | 0 | 0 | 2 | 48 |
| On the right jump tail inferred from the VIX market | 1 | 1 | 3 | 5 | 1 | 1 | 4 | 8 |
| Return predictability of variance differences: A fractionally cointegrated approach | 0 | 0 | 0 | 5 | 0 | 1 | 3 | 30 |
| Total Journal Articles | 1 | 1 | 5 | 23 | 1 | 3 | 11 | 109 |
Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items
Top Working Paper series and Journals
Authors with papers registered in the RePEc Author Service.
Register yourself as an author or register more papers in the RePEc Author Service.
Authors with no registered papers
LogEc is hosted by the
Örebro University School of Business.
Questions or comments? Please see our explanation of how the statistics are collected or e-mail