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 0 0 1 22
Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model 0 1 2 6 0 1 2 48
On the right jump tail inferred from the VIX market 0 1 2 4 0 1 3 7
Return predictability of variance differences: A fractionally cointegrated approach 0 0 0 5 0 0 3 29
Total Journal Articles 0 2 4 22 0 2 9 106


Statistics updated 2025-04-04