Access Statistics for Xiye Yang

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
Fed-Driven Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications	1	1	2	37	3	3	7	30
Mind Your Language: Market Responses to Central Bank Speeches	1	1	4	47	1	4	12	55
Mind Your Language: Market Responses to Central Bank Speeches	0	0	6	28	1	2	22	81
Testing for mutually exciting jumps and financial flights in high frequency data	0	0	0	0	0	1	2	11
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models	0	0	0	26	1	2	2	46
Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas	0	0	0	29	0	1	1	68
Total Working Papers	2	2	12	167	6	13	46	291

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asymptotic properties of correlation-based principal component analysis	0	0	4	14	0	0	7	29
Estimation of Leverage Effect: Kernel Function and Efficiency	0	0	2	3	2	3	6	10
Estimation of the Continuous and Discontinuous Leverage Effects	0	0	1	9	0	1	4	36
Forecasting volatility using double shrinkage methods	0	0	0	5	0	0	2	27
Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations	0	0	1	8	0	1	6	42
Semiparametric Estimation in Continuous-Time: Asymptotics for Integrated Volatility Functionals with Small and Large Bandwidths	0	0	1	2	0	1	3	15
Testing for mutually exciting jumps and financial flights in high frequency data	0	0	1	15	0	1	6	98
Testing for self-excitation in jumps	0	0	1	25	0	0	3	84
Time-invariant restrictions of volatility functionals: Efficient estimation and specification tests	0	0	0	2	0	0	1	18
Uniform predictive inference for factor models with instrumental and idiosyncratic betas	0	1	2	2	0	1	5	5
Total Journal Articles	0	1	13	85	2	8	43	364

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Statistics updated 2025-05-12