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 2 5 27
Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model 0 0 0 6 0 3 3 51
On the right jump tail inferred from the VIX market 0 0 2 6 0 3 6 13
Return predictability of variance differences: A fractionally cointegrated approach 0 0 0 5 1 9 10 39
Total Journal Articles 0 0 2 24 2 17 24 130


Statistics updated 2026-03-04