Access Statistics for Wenying Yao

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 2 48 0 3 21 97
Forecasting with EC-VARMA models 0 1 2 43 2 4 18 65
High frequency characterization of Indian banking stocks 0 0 1 18 1 4 13 45
The role of intra-day volatility pattern in jump detection: empirical evidence on how financial markets respond to macroeconomic news announcements 0 0 4 28 2 4 22 81
VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors 0 1 1 89 0 2 17 214
VAR(MA), what is it good for? more bad news for reduced-form estimation and inference 0 0 0 9 0 2 14 70
Total Working Papers 0 2 10 235 5 19 105 572


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric jump beta estimation with implications for portfolio risk management 0 0 1 2 1 2 7 10
Continuous and Jump Betas: Implications for Portfolio Diversification 0 0 0 15 3 8 18 88
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 0 0 0 6 0 1 7 31
High-frequency Characterisation of Indian Banking Stocks 0 0 0 2 0 2 6 14
News and expected returns in East Asian equity markets: The RV-GARCHM model 0 0 3 7 0 0 17 34
On weak identification in structural VARMA models 0 0 0 5 0 0 6 28
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress 0 1 1 8 0 1 14 65
Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy 0 0 1 1 1 2 8 18
Total Journal Articles 0 1 6 46 5 16 83 288


Statistics updated 2020-09-04