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	2	4	7	204
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps	0	0	0	105	2	5	7	293
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps	0	0	0	97	0	2	4	357
Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction	0	0	0	39	2	4	7	121
Modeling and forecasting realized volatility: getting the most out of the jump component	0	0	0	58	1	2	2	194
News and network structures in equity market volatility	0	0	0	21	2	3	3	40
Parametric Conditional Monte Carlo Density Estimation	0	0	0	91	2	6	8	195
Structural Credit Risk Model with Stochastic Volatility: A Particle-filter Approach	0	0	1	60	2	7	10	135
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	1	56	1	3	6	125
The role in index jumps and cojumps in forecasting stock index volatility: Evidence from the Dow Jones index	0	0	0	57	2	4	5	179
Total Working Papers	0	1	3	792	16	44	64	2,147

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	2	2	4	130
Corporate credit risk prediction under stochastic volatility and jumps	0	0	0	24	4	5	11	95
Forecasting the variance of stock index returns using jumps and cojumps	0	0	2	11	1	7	12	86
Simulation-Based Density Estimation for Time Series Using Covariate Data	0	0	0	2	0	1	3	21
The Small and Medium Enterprises and the Credit Reporting System in China	0	0	0	3	2	3	4	23
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	9	18	35	440

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Statistics updated 2026-01-09