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 1 1 1 8 1 2 5 28
Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model 0 0 0 6 0 2 5 53
On the right jump tail inferred from the VIX market 0 0 2 6 2 5 11 18
Return predictability of variance differences: A fractionally cointegrated approach 0 0 0 5 1 2 10 40
Total Journal Articles 1 1 3 25 4 11 31 139


Statistics updated 2026-05-06