Xiye Yang

Available identifiers

Publication	Date of Publication	Type
Semiparametric Estimation in Continuous-Time: Asymptotics for Integrated Volatility Functionals with Small and Large Bandwidths	2024-10-11	Paper
Estimation of Leverage Effect: Kernel Function and Efficiency	2024-03-06	Paper
Uniform predictive inference for factor models with instrumental and idiosyncratic betas	2023-11-17	Paper
Asymptotic properties of correlation-based principal component analysis	2022-06-09	Paper
Financial econometrics and big data: a survey of volatility estimators and tests for the presence of jumps and co-jumps	2020-07-10	Paper
Time-invariant restrictions of volatility functionals: efficient estimation and specification tests	2020-05-21	Paper
Bias Correction and Robust Inference in Semiparametric Models	2019-08-01	Paper
Testing for self-excitation in jumps	2018-03-22	Paper
Testing for mutually exciting jumps and financial flights in high frequency data	2017-11-23	Paper

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