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	0	0	3	200
Do Jumps Matter? Forecasting Multivariate Realized Volatility Allowing for Common Jumps	0	0	0	105	0	0	3	287
Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps	0	0	0	97	0	0	1	354
Does Modeling Jumps Help? A Comparison of Realized Volatility Models for Risk Prediction	0	0	0	39	0	0	2	116
Modeling and forecasting realized volatility: getting the most out of the jump component	0	0	0	58	0	0	0	192
News and network structures in equity market volatility	0	0	0	21	0	0	0	37
Parametric Conditional Monte Carlo Density Estimation	0	0	1	91	0	0	4	188
Structural Credit Risk Model with Stochastic Volatility: A Particle-filter Approach	0	1	1	60	0	1	2	127
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices	0	0	0	86	0	0	2	300
The dynamics of co-jumps, volatility and correlation	0	0	1	55	0	1	4	121
The role in index jumps and cojumps in forecasting stock index volatility: Evidence from the Dow Jones index	0	0	0	57	1	1	1	175
Total Working Papers	0	1	4	791	1	3	22	2,097

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	0	0	3	128
Corporate credit risk prediction under stochastic volatility and jumps	0	0	0	24	3	3	5	89
Forecasting the variance of stock index returns using jumps and cojumps	0	0	2	11	0	0	6	79
Simulation-Based Density Estimation for Time Series Using Covariate Data	0	0	0	2	0	0	2	20
The Small and Medium Enterprises and the Credit Reporting System in China	0	0	0	3	1	1	1	20
The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks	0	0	0	24	0	1	2	85
Total Journal Articles	0	0	3	89	4	5	19	421

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Statistics updated 2025-08-05