Xiye Yang : Citation Profile


Are you Xiye Yang?

Rutgers University-New Brunswick

3

H index

3

i10 index

54

Citations

RESEARCH PRODUCTION:

3

Articles

4

Papers

RESEARCH ACTIVITY:

   6 years (2017 - 2023). See details.
   Cites by year: 9
   Journals where Xiye Yang has often published
   Relations with other researchers
   Recent citing documents: 10.    Total self citations: 3 (5.26 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pya517
   Updated: 2024-01-16    RAS profile: 2023-02-24    
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Relations with other researchers


Works with:

Neely, Christopher (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Xiye Yang.

Is cited by:

Kalnina, Ilze (5)

Neely, Christopher (3)

Xiu, Dacheng (3)

Yu, Jun (2)

Swanson, Norman (2)

Cheng, Mingmian (1)

Fan, Jianqing (1)

Gradojevic, Nikola (1)

Mancino, Maria Elvira (1)

Hilpert, Christian (1)

Lyócsa, Štefan (1)

Cites to:

Bollerslev, Tim (24)

Tauchen, George (15)

Ait-Sahalia, Yacine (14)

Andersen, Torben (14)

Neely, Christopher (10)

Connor, Gregory (9)

Diebold, Francis (9)

LINTON, OLIVER (9)

Gürkaynak, Refet (8)

Swanson, Eric (8)

Laeven, Roger (8)

Main data


Where Xiye Yang has published?


Journals with more than one article published# docs
Journal of Econometrics2

Working Papers Series with more than one paper published# docs
Working Papers / Federal Reserve Bank of St. Louis2

Recent works citing Xiye Yang (2024 and 2023)


YearTitle of citing document
2023Statistical inference for rough volatility: Central limit theorems. (2022). Szymanski, Gr'Egoire ; Rosenbaum, Mathieu ; Liu, Yanghui ; Hoffmann, Marc ; Chong, Carsten. In: Papers. RePEc:arx:papers:2210.01216.

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2023Asymptotic Expansions for High-Frequency Option Data. (2023). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2304.12450.

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2023Volatility of Volatility and Leverage Effect from Options. (2023). Todorov, Viktor ; Chong, Carsten H. In: Papers. RePEc:arx:papers:2305.04137.

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2023.

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2023An Unconventional FX Tail Risk Story. (2023). Stoja, Evarist ; Pambira, Alberto ; Gerba, Eddie ; Caon, Carlos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10629.

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2023Central bank communication by ??? The economics of public policy leaks. (2023). Ehrmann, Michael ; Rieder, Kilian ; Gnan, Phillipp. In: Working Paper Series. RePEc:ecb:ecbwps:20232846.

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2023Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns. (2023). Peng, Zhe ; Xu, Mengyu ; Zhang, Zhengjun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003613.

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2023Surrender contagion in life insurance. (2023). Schaefer, Mick ; Lavasani, Aidin Miri ; Hilpert, Christian ; Cheng, Chunli. In: European Journal of Operational Research. RePEc:eee:ejores:v:305:y:2023:i:3:p:1465-1479.

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2023Shot-noise cojumps: exact simulation and option pricing. (2023). Zhao, Hongbiao ; Dassios, Angelos ; Qu, Yan. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:111537.

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2023An unconventional FX tail risk story. (2023). Stoja, Evarist ; Pambira, Alberto ; Gerba, Eddie ; Caon, Carlos. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120052.

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Works by Xiye Yang:


YearTitleTypeCited
2018Uniform Inference for Characteristic Effects of Large Continuous-Time Linear Models In: Papers.
[Full Text][Citation analysis]
paper2
2018Testing for mutually exciting jumps and financial flights in high frequency data In: Journal of Econometrics.
[Full Text][Citation analysis]
article10
2018Testing for self-excitation in jumps In: Journal of Econometrics.
[Full Text][Citation analysis]
article10
2023Mind Your Language: Market Responses to Central Bank Speeches In: Working Papers.
[Full Text][Citation analysis]
paper3
2023Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications In: Working Papers.
[Full Text][Citation analysis]
paper0
2017Uniform Inference for Conditional Factor Models with Instrumental and Idiosyncratic Betas In: Departmental Working Papers.
[Full Text][Citation analysis]
paper0
2017Estimation of the Continuous and Discontinuous Leverage Effects In: Journal of the American Statistical Association.
[Full Text][Citation analysis]
article29

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