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 1 194
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 1 1 103 0 1 2 281
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 0 0 3 351
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 1 190
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 88 0 1 2 181
Structural Credit Risk Model with Stochastic Volatility: A Particle-filter Approach 0 0 0 56 0 1 4 122
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices 0 0 0 84 0 0 0 294
The dynamics of co-jumps, volatility and correlation 0 0 2 51 0 0 3 104
The role in index jumps and cojumps in forecasting stock index volatility: Evidence from the Dow Jones index 0 0 0 57 0 1 7 170
Total Working Papers 0 2 4 774 0 4 23 2,037


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 0 20 0 0 5 115
Corporate credit risk prediction under stochastic volatility and jumps 0 0 0 23 0 1 2 82
Forecasting the variance of stock index returns using jumps and cojumps 0 0 0 9 0 1 7 70
Simulation-Based Density Estimation for Time Series Using Covariate Data 0 0 0 1 0 0 1 16
The Small and Medium Enterprises and the Credit Reporting System in China 0 0 0 3 1 1 1 18
The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks 0 0 0 24 0 0 0 80
Total Journal Articles 0 0 0 80 1 3 16 381


Statistics updated 2022-11-05