Concepedia

Jiyu Yang

JY

Statistics

Publications

2

Citations

58

H-Index

2

Active since

2020

Affiliations

Southwest Jiaotong University(Current)

Jiyu Yang is an author at Southwest Jiaotong University specializing in time series analysis, volatility modeling, and time series prediction.

Publications per year

2020–2022

2

Publications

2

VIX forecasting based on GARCH-type model with observable dynamic jumps: A new perspective

Gaoxiu Qiao, Jiyu Yang, Weiping Li · The North American Journal of Economics and Finance · 2020 · 39 citations

, , +17

VIX term structure forecasting: New evidence based on the realized semi-variances

Gaoxiu Qiao, Gongyue Jiang, Jiyu Yang · International Review of Financial Analysis · 2022 · 19 citations

, , +14

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