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	1	122	1	2	5	202
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps	0	0	0	105	0	3	5	291
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps	0	0	0	97	0	3	4	357
Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction	0	0	0	39	1	2	5	119
Modeling and forecasting realized volatility: getting the most out of the jump component	0	0	0	58	0	1	1	193
News and network structures in equity market volatility	0	0	0	21	0	1	1	38
Parametric Conditional Monte Carlo Density Estimation	0	0	1	91	1	4	8	193
Structural Credit Risk Model with Stochastic Volatility: A Particle-filter Approach	0	0	1	60	3	5	8	133
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices	0	0	0	86	0	4	5	304
The dynamics of co-jumps, volatility and correlation	0	1	2	56	0	2	6	124
The role in index jumps and cojumps in forecasting stock index volatility: Evidence from the Dow Jones index	0	0	0	57	2	2	3	177
Total Working Papers	0	1	5	792	8	29	51	2,131

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	0	0	1	25	0	0	2	128
Corporate credit risk prediction under stochastic volatility and jumps	0	0	0	24	0	1	7	91
Forecasting the variance of stock index returns using jumps and cojumps	0	0	2	11	5	6	11	85
Simulation-Based Density Estimation for Time Series Using Covariate Data	0	0	0	2	1	1	3	21
The Small and Medium Enterprises and the Credit Reporting System in China	0	0	0	3	0	1	2	21
The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks	0	0	0	24	0	0	1	85
Total Journal Articles	0	0	3	89	6	9	26	431

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Statistics updated 2025-12-06