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
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models 0 0 1 21 1 1 11 31
Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas 0 1 2 22 1 2 10 43
Total Working Papers 0 1 3 43 2 3 21 74


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimation of the Continuous and Discontinuous Leverage Effects 0 0 1 1 0 1 7 10
Testing for mutually exciting jumps and financial flights in high frequency data 2 2 4 10 2 4 13 62
Testing for self-excitation in jumps 1 2 4 10 1 2 11 42
Total Journal Articles 3 4 9 21 3 7 31 114


Statistics updated 2020-09-04