Estimation of the Continuous and Discontinuous Leverage Effects
Yacine Aı̈t-Sahalia, Jianqing Fan, Roger J. A. Laeven, Christina Dan Wang, Xiye Yang
Journal of the American Statistical Association OATop-listed
Faculty
Xiye Yang is a scholar at Rutgers, The State University of New Jersey. Research spans Financial Markets and Investment Strategies, Financial Risk and Volatility Modeling, Stochastic processes and financial applications. 39 works, 303 citations (h-index 9).
Generated from open data. Know them? Add to this profile or claim it.
Affiliation on publications · Rutgers, The State University of New Jersey
Yacine Aı̈t-Sahalia, Jianqing Fan, Roger J. A. Laeven, Christina Dan Wang, Xiye Yang
Journal of the American Statistical Association OATop-listed
H. Peter Boswijk, Roger J. A. Laeven, Xiye Yang
Journal of EconometricsTop-listed
Mardi H. Dungey, Deniz Erdemlioglu, Marius Matei, Xiye Yang
Journal of EconometricsTop-listed