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 1 8 0 1 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 1 6 1 6 11 19
Return predictability of variance differences: A fractionally cointegrated approach 0 0 0 5 0 1 10 40
Total Journal Articles 0 1 2 25 1 10 31 140


Statistics updated 2026-06-04