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 1 2 19 219
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 0 105 3 3 14 302
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 1 3 15 369
Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction 0 0 0 39 1 1 14 131
Modeling and forecasting realized volatility: getting the most out of the jump component 0 0 0 58 0 3 10 202
News and network structures in equity market volatility 0 0 0 21 0 1 7 44
Parametric Conditional Monte Carlo Density Estimation 0 0 0 91 1 1 17 206
Structural Credit Risk Model with Stochastic Volatility: A Particle-filter Approach 0 0 0 60 1 1 17 145
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices 0 0 0 86 0 0 16 316
The dynamics of co-jumps, volatility and correlation 0 0 1 56 0 3 12 134
The role in index jumps and cojumps in forecasting stock index volatility: Evidence from the Dow Jones index 0 0 0 57 0 0 10 185
Total Working Papers 0 0 1 792 8 18 151 2,253

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 26 0 0 8 136
Corporate credit risk prediction under stochastic volatility and jumps 0 0 0 24 1 2 16 106
Forecasting the variance of stock index returns using jumps and cojumps 0 0 1 12 0 2 17 96
Simulation-Based Density Estimation for Time Series Using Covariate Data 0 0 0 2 0 2 10 30
The Small and Medium Enterprises and the Credit Reporting System in China 0 0 0 3 0 1 9 29
The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks 0 0 0 24 0 0 14 99
Total Journal Articles 0 0 2 91 1 7 74 496

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Statistics updated 2026-09-10