Access Statistics for Yin Liao

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
Contingent Liabilities and Sovereign Risk: Evidence from Banking Sectors 0 0 0 120 0 0 0 194
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 1 1 104 0 1 1 282
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 0 0 0 351
Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction 0 0 0 39 0 0 0 114
Modeling and forecasting realized volatility: getting the most out of the jump component 0 0 0 58 0 0 0 190
News and network structures in equity market volatility 0 0 0 21 0 0 0 36
Parametric Conditional Monte Carlo Density Estimation 0 1 1 89 1 2 2 183
Structural Credit Risk Model with Stochastic Volatility: A Particle-filter Approach 0 1 1 57 0 1 1 123
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices 0 0 0 84 0 0 1 295
The dynamics of co-jumps, volatility and correlation 0 0 1 52 1 1 7 111
The role in index jumps and cojumps in forecasting stock index volatility: Evidence from the Dow Jones index 0 0 0 57 1 1 2 172
Total Working Papers 0 3 4 778 3 6 14 2,051


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Banking sector contingent liabilities and sovereign risk 0 0 2 22 0 1 7 122
Corporate credit risk prediction under stochastic volatility and jumps 1 1 1 24 2 2 2 84
Forecasting the variance of stock index returns using jumps and cojumps 0 0 0 9 0 0 1 71
Simulation-Based Density Estimation for Time Series Using Covariate Data 0 0 1 2 0 0 2 18
The Small and Medium Enterprises and the Credit Reporting System in China 0 0 0 3 0 1 1 19
The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks 0 0 0 24 0 0 3 83
Total Journal Articles 1 1 4 84 2 4 16 397


Statistics updated 2023-11-05