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Details about Xiye Yang

Workplace:Department of Economics, Rutgers University-New Brunswick, (more information at EDIRC)

Access statistics for papers by Xiye Yang.

Last updated 2019-04-29. Update your information in the RePEc Author Service.

Short-id: pya517

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Working Papers


  1. Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models
    Papers, Downloads View citations (1)


  1. Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas
    Departmental Working Papers, Rutgers University, Department of Economics Downloads

Journal Articles


  1. Testing for mutually exciting jumps and financial flights in high frequency data
    Journal of Econometrics, 2018, 202, (1), 18-44 Downloads View citations (4)
  2. Testing for self-excitation in jumps
    Journal of Econometrics, 2018, 203, (2), 256-266 Downloads View citations (3)


  1. Estimation of the Continuous and Discontinuous Leverage Effects
    Journal of the American Statistical Association, 2017, 112, (520), 1744-1758 Downloads View citations (18)
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