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 1 3 50 8 20 57 112
Mind Your Language: Market Responses to Central Bank Speeches 0 0 1 29 4 8 17 98
Testing for Multi-Asset Systemic Tail Risk 0 1 1 38 10 17 34 64
Testing for mutually exciting jumps and financial flights in high frequency data 0 0 0 0 1 4 8 19
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models 0 0 0 26 1 2 8 54
Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas 0 0 0 29 5 6 15 83
Total Working Papers 0 2 5 172 29 57 139 430

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 3 3 16 45
Estimation of Leverage Effect: Kernel Function and Efficiency 0 0 0 3 2 3 12 22
Estimation of the Continuous and Discontinuous Leverage Effects 0 0 0 9 3 4 13 49
Forecasting volatility using double shrinkage methods 0 0 0 5 4 6 15 42
Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations 0 0 1 9 1 2 11 53
Semiparametric Estimation in Continuous-Time: Asymptotics for Integrated Volatility Functionals with Small and Large Bandwidths 0 0 0 2 2 3 5 20
Testing for mutually exciting jumps and financial flights in high frequency data 0 1 1 16 0 4 13 111
Testing for self-excitation in jumps 0 0 0 25 1 3 11 95
Time-invariant restrictions of volatility functionals: Efficient estimation and specification tests 0 0 0 2 2 3 10 28
Uniform predictive inference for factor models with instrumental and idiosyncratic betas 0 0 0 2 3 6 17 22
Total Journal Articles 0 1 2 87 21 37 123 487

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Statistics updated 2026-05-06