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	0	120	0	0	0	194
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps	0	1	1	104	0	1	1	282
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps	0	0	0	97	0	0	0	351
Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction	0	0	0	39	0	0	0	114
Modeling and forecasting realized volatility: getting the most out of the jump component	0	0	0	58	0	0	0	190
News and network structures in equity market volatility	0	0	0	21	0	0	0	36
Parametric Conditional Monte Carlo Density Estimation	0	1	1	89	1	2	2	183
Structural Credit Risk Model with Stochastic Volatility: A Particle-filter Approach	0	1	1	57	0	1	1	123
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices	0	0	0	84	0	0	1	295
The dynamics of co-jumps, volatility and correlation	0	0	1	52	1	1	7	111
The role in index jumps and cojumps in forecasting stock index volatility: Evidence from the Dow Jones index	0	0	0	57	1	1	2	172
Total Working Papers	0	3	4	778	3	6	14	2,051

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	2	22	0	1	7	122
Corporate credit risk prediction under stochastic volatility and jumps	1	1	1	24	2	2	2	84
Forecasting the variance of stock index returns using jumps and cojumps	0	0	0	9	0	0	1	71
Simulation-Based Density Estimation for Time Series Using Covariate Data	0	0	1	2	0	0	2	18
The Small and Medium Enterprises and the Credit Reporting System in China	0	0	0	3	0	1	1	19
The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks	0	0	0	24	0	0	3	83
Total Journal Articles	1	1	4	84	2	4	16	397

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Statistics updated 2023-11-05