Yin Liao
Cited by
Cited by
Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks
F Ma, Y Liao, Y Zhang, Y Cao
Journal of Empirical Finance 52, 40-55, 2019
Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models
D Mei, F Ma, Y Liao, L Wang
Energy Economics 86, 104624, 2020
Risk taking during a global crisis: Evidence from Wuhan
SB Bäckman, M Brown, R Fisman, R Heimer, M Keloharju, V Pursiainen
Covid Economics 5, 106-146, 2020
Forecasting global equity market volatilities
Y Zhang, F Ma, Y Liao
International Journal of Forecasting 36 (4), 1454-1475, 2020
Forecasting the variance of stock index returns using jumps and cojumps
A Clements, Y Liao
International Journal of Forecasting 33 (3), 729-742, 2017
Banking sector contingent liabilities and sovereign risk
S Arslanalp, Y Liao
Journal of Empirical Finance 29, 316-330, 2014
The benefit of modeling jumps in realized volatility for risk prediction: Evidence from Chinese mainland stocks
Y Liao
Pacific-Basin Finance Journal 23, 25-48, 2013
Predicting carbon market risk using information from macroeconomic fundamentals
L Jiao, Y Liao, Q Zhou
Energy Economics 73, 212-227, 2018
Contingent liabilities and sovereign risk: evidence from banking sectors
S Arslanalp, Y Liao
CAMA Working Paper 43/2013, 2012
Corporate credit risk prediction under stochastic volatility and jumps
D Bu, Y Liao
Journal of Economic Dynamics and Control 47, 263-281, 2014
Risk taking, preferences, and beliefs: Evidence from Wuhan
D Bu, T Hanspal, Y Liao, Y Liu
SAFE Working Paper, 2020
The dynamics of co-jumps, volatility and correlation
A Clements, Y Liao
National Centre for Econometric Research, 2013
Cultivating Self-Control in FinTech: Evidence from a Field Experiment on Online Consumer Borrowing
D Bu, T Hanspal, Y Liao, Y Liu
Journal of Financial and Quantitative Analysis, 2019
Testing for co-jumps in high-frequency financial data: an approach based on first-high-low-last prices
Y Liao, HM Anderson
Monash Econometrics and Business Statistics Working Paper 9 (11), 2011
Contingent liabilities from banks: How to track them?
MS Arslanalp, Y Liao
International Monetary Fund, 2015
Do Jumps Matter?: Forecasting Multivariate Realized Volatility Allowing for Common Jumps
Y Liao, HM Anderson, F Vahid
Australian National University [College of Business & Economics], 2010
The COVID‐19 pandemic: shocks to human capital and policy responses
G Deng, J Shi, Y Li, Y Liao
Accounting & Finance 61 (4), 5613-5630, 2021
Modeling and forecasting realized volatility: getting the most out of the jump component
AE Clements, Y Liao
NCER Working Paper Series, 2013
Land Property Rights and Rural Enterprise Growth: Evidence from Land Titling Reform in China
D Bu, Y Liao
Journal of Development Economics, 2022
United States Oil Fund volatility prediction: the roles of leverage effect and jumps
C Liang, Y Liao, F Ma, B Zhu
Empirical Economics 62 (5), 2239-2262, 2022
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