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 4 49 1 7 19 65
Mind Your Language: Market Responses to Central Bank Speeches 0 0 3 28 0 0 15 83
Testing for Multi-Asset Systemic Tail Risk 0 0 2 37 2 2 11 34
Testing for mutually exciting jumps and financial flights in high frequency data 0 0 0 0 1 2 4 13
Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models 0 0 0 26 1 1 3 47
Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas 0 0 0 29 0 0 2 69
Total Working Papers 0 1 9 169 5 12 54 311

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 0 4 10 35
Estimation of Leverage Effect: Kernel Function and Efficiency 0 0 1 3 0 0 4 10
Estimation of the Continuous and Discontinuous Leverage Effects 0 0 0 9 0 1 5 38
Forecasting volatility using double shrinkage methods 0 0 0 5 0 1 2 29
Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations 0 0 0 8 1 3 5 46
Semiparametric Estimation in Continuous-Time: Asymptotics for Integrated Volatility Functionals with Small and Large Bandwidths 0 0 0 2 0 0 2 15
Testing for mutually exciting jumps and financial flights in high frequency data 0 0 1 15 2 2 6 100
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 1 18
Uniform predictive inference for factor models with instrumental and idiosyncratic betas 0 0 2 2 0 0 6 6
Total Journal Articles 0 0 7 85 3 12 44 383

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Statistics updated 2025-10-06