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 0 3 17 217
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 0 105 1 5 12 299
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 1 4 12 366
Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction 0 0 0 39 0 4 14 130
Modeling and forecasting realized volatility: getting the most out of the jump component 0 0 0 58 0 3 7 199
News and network structures in equity market volatility 0 0 0 21 0 1 6 43
Parametric Conditional Monte Carlo Density Estimation 0 0 0 91 0 5 17 205
Structural Credit Risk Model with Stochastic Volatility: A Particle-filter Approach 0 0 1 60 0 5 18 144
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices 0 0 0 86 1 3 16 316
The dynamics of co-jumps, volatility and correlation 0 0 1 56 0 1 10 131
The role in index jumps and cojumps in forecasting stock index volatility: Evidence from the Dow Jones index 0 0 0 57 1 3 11 185
Total Working Papers 0 0 2 792 4 37 140 2,235

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 1 1 1 26 3 6 8 136
Corporate credit risk prediction under stochastic volatility and jumps 0 0 0 24 1 4 18 104
Forecasting the variance of stock index returns using jumps and cojumps 0 1 1 12 0 5 15 94
Simulation-Based Density Estimation for Time Series Using Covariate Data 0 0 0 2 0 5 8 28
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 2 5 14 99
Total Journal Articles 1 2 2 91 6 29 72 489

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Statistics updated 2026-06-04