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 2 9 26 1 6 34 73
Mind Your Language: Market Responses to Central Bank Speeches 0 0 7 45 0 1 17 46
Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications 0 0 0 35 0 0 3 23
Testing for mutually exciting jumps and financial flights in high frequency data 0 0 0 0 0 1 1 10
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models 0 0 0 26 0 0 0 44
Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas 0 0 0 29 0 0 0 67
Total Working Papers 0 2 16 161 1 8 55 263

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 2 2 4 13 2 3 8 28
Estimation of Leverage Effect: Kernel Function and Efficiency 0 0 1 2 0 0 3 6
Estimation of the Continuous and Discontinuous Leverage Effects 0 0 1 9 1 1 2 34
Forecasting volatility using double shrinkage methods 0 0 1 5 0 0 3 27
Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations 0 1 1 8 0 1 5 41
Semiparametric Estimation in Continuous-Time: Asymptotics for Integrated Volatility Functionals with Small and Large Bandwidths 0 1 1 2 0 1 1 13
Testing for mutually exciting jumps and financial flights in high frequency data 0 0 1 14 0 3 6 96
Testing for self-excitation in jumps 0 0 1 25 0 0 2 83
Time-invariant restrictions of volatility functionals: Efficient estimation and specification tests 0 0 0 2 0 1 1 18
Uniform predictive inference for factor models with instrumental and idiosyncratic betas 1 1 1 1 1 3 3 3
Total Journal Articles 3 5 12 81 4 13 34 349

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Statistics updated 2024-12-04