Access Statistics for Xingzhi Yao
Author contact details at EconPapers.
| Journal Article | File Downloads | Abstract Views | ||||||
|---|---|---|---|---|---|---|---|---|
| Last month | 3 months | 12 months | Total | Last month | 3 months | 12 months | Total | |
| Forecasting using alternative measures of model‐free option‐implied volatility | 0 | 0 | 0 | 7 | 1 | 3 | 4 | 26 |
| Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model | 0 | 0 | 1 | 6 | 0 | 0 | 1 | 48 |
| On the right jump tail inferred from the VIX market | 0 | 1 | 3 | 6 | 0 | 1 | 4 | 10 |
| Return predictability of variance differences: A fractionally cointegrated approach | 0 | 0 | 0 | 5 | 1 | 1 | 2 | 31 |
| Total Journal Articles | 0 | 1 | 4 | 24 | 2 | 5 | 11 | 115 |
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