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 8 28 0 6 29 79
Mind Your Language: Market Responses to Central Bank Speeches 0 1 6 46 1 6 17 52
Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications 0 1 1 36 0 4 5 27
Testing for mutually exciting jumps and financial flights in high frequency data 0 0 0 0 0 0 1 10
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models 0 0 0 26 1 1 1 45
Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas 0 0 0 29 0 0 0 67
Total Working Papers 0 4 15 165 2 17 53 280

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 1 4 14 0 1 8 29
Estimation of Leverage Effect: Kernel Function and Efficiency 0 1 2 3 1 2 4 8
Estimation of the Continuous and Discontinuous Leverage Effects 0 0 1 9 0 1 3 35
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 1 1 6 42
Semiparametric Estimation in Continuous-Time: Asymptotics for Integrated Volatility Functionals with Small and Large Bandwidths 0 0 1 2 1 2 3 15
Testing for mutually exciting jumps and financial flights in high frequency data 0 1 2 15 1 2 8 98
Testing for self-excitation in jumps 0 0 1 25 0 1 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 1 1 2 2 1 2 5 5
Total Journal Articles 1 4 14 85 5 12 43 361

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03