Details about Xingzhi Yao

Access statistics for papers by Xingzhi Yao.

Last updated 2024-12-25. Update your information in the RePEc Author Service.

Short-id: pya721

Journal Articles

2023

1. On the right jump tail inferred from the VIX market
   International Review of Financial Analysis, 2023, 86, (C) View citations (2)

2020

2. Return predictability of variance differences: A fractionally cointegrated approach
   Journal of Futures Markets, 2020, 40, (7), 1072-1089 View citations (2)

2019

3. Modelling systems with a mixture of I(d) and I(0) variables using the fractionally co-integrated VAR model
   Economics Letters, 2019, 181, (C), 160-163

2018

4. Forecasting using alternative measures of model‐free option‐implied volatility
   Journal of Futures Markets, 2018, 38, (2), 199-218 View citations (2)