Details about Xiye Yang
Access statistics for papers by Xiye Yang.
Last updated 2019-04-29. Update your information in the RePEc Author Service.
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- Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models
- Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas
Departmental Working Papers, Rutgers University, Department of Economics
- Testing for mutually exciting jumps and financial flights in high frequency data
Journal of Econometrics, 2018, 202, (1), 18-44 View citations (1)
- Testing for self-excitation in jumps
Journal of Econometrics, 2018, 203, (2), 256-266 View citations (1)
- Estimation of the Continuous and Discontinuous Leverage Effects
Journal of the American Statistical Association, 2017, 112, (520), 1744-1758 View citations (11)