Access Statistics for Xiye Yang

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
Mind Your Language: Market Responses to Central Bank Speeches 0 0 3 50 7 21 62 119
Mind Your Language: Market Responses to Central Bank Speeches 0 0 1 29 1 7 17 99
Testing for Multi-Asset Systemic Tail Risk 0 1 1 38 5 18 38 69
Testing for mutually exciting jumps and financial flights in high frequency data 0 0 0 0 2 4 10 21
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models 0 0 0 26 0 2 8 54
Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas 0 0 0 29 1 6 15 84
Total Working Papers 0 1 5 172 16 58 150 446

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymptotic properties of correlation-based principal component analysis 0 0 0 14 0 3 16 45
Estimation of Leverage Effect: Kernel Function and Efficiency 0 0 0 3 0 2 12 22
Estimation of the Continuous and Discontinuous Leverage Effects 0 0 0 9 0 3 13 49
Forecasting volatility using double shrinkage methods 0 0 0 5 0 6 14 42
Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations 0 0 1 9 1 2 11 54
Semiparametric Estimation in Continuous-Time: Asymptotics for Integrated Volatility Functionals with Small and Large Bandwidths 0 0 0 2 0 2 5 20
Testing for mutually exciting jumps and financial flights in high frequency data 0 1 1 16 0 2 13 111
Testing for self-excitation in jumps 0 0 0 25 1 2 12 96
Time-invariant restrictions of volatility functionals: Efficient estimation and specification tests 0 0 0 2 0 2 10 28
Uniform predictive inference for factor models with instrumental and idiosyncratic betas 0 0 0 2 2 7 18 24
Total Journal Articles 0 1 2 87 4 31 124 491

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Statistics updated 2026-06-04