Access Statistics for Yin Liao

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	2	122	1	2	5	200
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps	0	0	0	105	1	1	3	287
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps	0	0	0	97	0	0	1	354
Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction	0	0	0	39	0	1	2	116
Modeling and forecasting realized volatility: getting the most out of the jump component	0	0	0	58	0	0	1	192
News and network structures in equity market volatility	0	0	0	21	0	0	1	37
Parametric Conditional Monte Carlo Density Estimation	0	0	1	91	1	1	4	188
Structural Credit Risk Model with Stochastic Volatility: A Particle-filter Approach	0	0	0	59	1	1	1	126
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices	0	0	1	86	0	0	4	300
The dynamics of co-jumps, volatility and correlation	0	0	2	55	0	0	7	120
The role in index jumps and cojumps in forecasting stock index volatility: Evidence from the Dow Jones index	0	0	0	57	0	0	1	174
Total Working Papers	0	0	6	790	4	6	30	2,094

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Banking sector contingent liabilities and sovereign risk	1	1	1	25	1	2	4	128
Corporate credit risk prediction under stochastic volatility and jumps	0	0	0	24	0	2	2	86
Forecasting the variance of stock index returns using jumps and cojumps	1	1	2	11	1	3	7	79
Simulation-Based Density Estimation for Time Series Using Covariate Data	0	0	0	2	0	2	2	20
The Small and Medium Enterprises and the Credit Reporting System in China	0	0	0	3	0	0	0	19
The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks	0	0	0	24	0	0	1	84
Total Journal Articles	2	2	3	89	2	9	16	416

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Statistics updated 2025-05-12