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 11 16 215
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps 0 0 0 105 1 2 9 295
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps 0 0 0 97 2 7 10 364
Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction 0 0 0 39 1 6 11 127
Modeling and forecasting realized volatility: getting the most out of the jump component 0 0 0 58 1 3 5 197
News and network structures in equity market volatility 0 0 0 21 0 2 5 42
Parametric Conditional Monte Carlo Density Estimation 0 0 0 91 1 6 14 201
Structural Credit Risk Model with Stochastic Volatility: A Particle-filter Approach 0 0 1 60 2 6 16 141
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices 0 0 0 86 1 10 14 314
The dynamics of co-jumps, volatility and correlation 0 0 1 56 0 5 10 130
The role in index jumps and cojumps in forecasting stock index volatility: Evidence from the Dow Jones index 0 0 0 57 0 3 8 182
Total Working Papers 0 0 2 792 10 61 118 2,208


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 25 1 1 4 131
Corporate credit risk prediction under stochastic volatility and jumps 0 0 0 24 0 5 14 100
Forecasting the variance of stock index returns using jumps and cojumps 1 1 2 12 2 5 13 91
Simulation-Based Density Estimation for Time Series Using Covariate Data 0 0 0 2 1 3 4 24
The Small and Medium Enterprises and the Credit Reporting System in China 0 0 0 3 0 1 5 24
The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks 0 0 0 24 1 10 11 95
Total Journal Articles 1 1 3 90 5 25 51 465


Statistics updated 2026-04-09