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 1 1 3 29 2 2 13 85
Mind Your Language: Market Responses to Central Bank Speeches 0 1 4 49 4 10 23 69
Testing for Multi-Asset Systemic Tail Risk 0 0 2 37 1 3 12 35
Testing for mutually exciting jumps and financial flights in high frequency data 0 0 0 0 0 2 3 13
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models 0 0 0 26 0 1 3 47
Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas 0 0 0 29 1 1 3 70
Total Working Papers 1 2 9 170 8 19 57 319

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 3 14 2 5 11 37
Estimation of Leverage Effect: Kernel Function and Efficiency 0 0 1 3 1 1 5 11
Estimation of the Continuous and Discontinuous Leverage Effects 0 0 0 9 1 1 6 39
Forecasting volatility using double shrinkage methods 0 0 0 5 3 4 5 32
Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations 0 0 0 8 1 2 6 47
Semiparametric Estimation in Continuous-Time: Asymptotics for Integrated Volatility Functionals with Small and Large Bandwidths 0 0 0 2 1 1 3 16
Testing for mutually exciting jumps and financial flights in high frequency data 0 0 1 15 2 4 6 102
Testing for self-excitation in jumps 0 0 0 25 0 1 3 86
Time-invariant restrictions of volatility functionals: Efficient estimation and specification tests 0 0 0 2 0 0 0 18
Uniform predictive inference for factor models with instrumental and idiosyncratic betas 0 0 2 2 4 4 8 10
Total Journal Articles 0 0 7 85 15 23 53 398

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Statistics updated 2025-11-08