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 0 122 1 3 18 218
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 0 105 0 4 12 299
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 2 4 14 368
Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction 0 0 0 39 0 3 14 130
Modeling and forecasting realized volatility: getting the most out of the jump component 0 0 0 58 2 4 9 201
News and network structures in equity market volatility 0 0 0 21 1 2 7 44
Parametric Conditional Monte Carlo Density Estimation 0 0 0 91 0 4 17 205
Structural Credit Risk Model with Stochastic Volatility: A Particle-filter Approach 0 0 0 60 0 3 17 144
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices 0 0 0 86 0 2 16 316
The dynamics of co-jumps, volatility and correlation 0 0 1 56 2 3 12 133
The role in index jumps and cojumps in forecasting stock index volatility: Evidence from the Dow Jones index 0 0 0 57 0 3 11 185
Total Working Papers 0 0 1 792 8 35 147 2,243

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 1 1 26 0 5 8 136
Corporate credit risk prediction under stochastic volatility and jumps 0 0 0 24 0 4 18 104
Forecasting the variance of stock index returns using jumps and cojumps 0 0 1 12 2 5 17 96
Simulation-Based Density Estimation for Time Series Using Covariate Data 0 0 0 2 1 5 9 29
The Small and Medium Enterprises and the Credit Reporting System in China 0 0 0 3 0 4 9 28
The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks 0 0 0 24 0 4 14 99
Total Journal Articles 0 1 2 91 3 27 75 492

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

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

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc 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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10