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 5 12 15 214
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 0 105 0 3 8 294
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 1 5 8 362
Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction 0 0 0 39 1 7 10 126
Modeling and forecasting realized volatility: getting the most out of the jump component 0 0 0 58 0 3 4 196
News and network structures in equity market volatility 0 0 0 21 0 4 5 42
Parametric Conditional Monte Carlo Density Estimation 0 0 0 91 0 7 13 200
Structural Credit Risk Model with Stochastic Volatility: A Particle-filter Approach 0 0 1 60 2 6 14 139
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices 0 0 0 86 2 9 13 313
The dynamics of co-jumps, volatility and correlation 0 0 1 56 0 6 10 130
The role in index jumps and cojumps in forecasting stock index volatility: Evidence from the Dow Jones index 0 0 0 57 2 5 8 182
Total Working Papers 0 0 2 792 13 67 108 2,198

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 1 25 0 2 3 130
Corporate credit risk prediction under stochastic volatility and jumps 0 0 0 24 1 9 14 100
Forecasting the variance of stock index returns using jumps and cojumps 0 0 1 11 0 4 11 89
Simulation-Based Density Estimation for Time Series Using Covariate Data 0 0 0 2 1 2 5 23
The Small and Medium Enterprises and the Credit Reporting System in China 0 0 0 3 0 3 5 24
The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks 0 0 0 24 3 9 10 94
Total Journal Articles 0 0 2 89 5 29 48 460

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Statistics updated 2026-03-04