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 1 2 9 0 2 7 30
Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model 0 0 0 6 0 1 6 54
On the right jump tail inferred from the VIX market 0 0 1 6 1 3 12 21
Return predictability of variance differences: A fractionally cointegrated approach 0 0 0 5 1 1 11 41
Total Journal Articles 0 1 3 26 2 7 36 146


Statistics updated 2026-08-07