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 1 29 2 6 13 92
Mind Your Language: Market Responses to Central Bank Speeches 1 1 4 50 6 25 46 98
Testing for Multi-Asset Systemic Tail Risk 0 0 1 37 4 13 24 51
Testing for mutually exciting jumps and financial flights in high frequency data 0 0 0 0 2 4 7 17
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models 0 0 0 26 0 4 7 52
Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas 0 0 0 29 1 5 11 78
Total Working Papers 1 1 6 171 15 57 108 388

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 13 42
Estimation of Leverage Effect: Kernel Function and Efficiency 0 0 0 3 1 7 12 20
Estimation of the Continuous and Discontinuous Leverage Effects 0 0 0 9 1 5 11 46
Forecasting volatility using double shrinkage methods 0 0 0 5 0 4 9 36
Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations 0 1 1 9 1 4 10 52
Semiparametric Estimation in Continuous-Time: Asymptotics for Integrated Volatility Functionals with Small and Large Bandwidths 0 0 0 2 1 2 3 18
Testing for mutually exciting jumps and financial flights in high frequency data 0 0 0 15 2 7 11 109
Testing for self-excitation in jumps 0 0 0 25 2 8 10 94
Time-invariant restrictions of volatility functionals: Efficient estimation and specification tests 0 0 0 2 1 7 8 26
Uniform predictive inference for factor models with instrumental and idiosyncratic betas 0 0 0 2 1 6 12 17
Total Journal Articles 0 1 1 86 10 53 99 460

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Statistics updated 2026-03-04