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
Cojump anchoring 0 0 0 5 0 1 2 21
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations 0 0 1 49 0 0 1 103
Forecasting with EC-VARMA models 1 1 1 48 2 3 4 103
High frequency characterization of Indian banking stocks 0 0 0 20 0 0 1 61
Tests for Jumps in Yield Spreads 0 0 0 0 0 0 1 3
Tests for jumps in yield spreads 0 0 1 55 0 0 2 32
The Impact of Forward Guidance and Large-scale Asset Purchase Programs on Commodity Markets 0 0 8 33 0 2 12 79
The role of intra-day volatility pattern in jump detection: empirical evidence on how financial markets respond to macroeconomic news announcements 0 0 0 30 0 2 2 102
VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors 0 0 0 90 0 0 0 227
VAR(MA), what is it good for? more bad news for reduced-form estimation and inference 0 0 0 10 0 1 4 97
Total Working Papers 1 1 11 340 2 9 29 828

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An examination of herding behaviour of the Chinese mutual funds: A time-varying perspective 0 0 1 1 0 3 6 7
Asymmetric jump beta estimation with implications for portfolio risk management 0 0 0 4 1 1 3 29
Characterizing financial crises using high-frequency data 0 0 0 2 0 1 3 8
Continuous and Jump Betas: Implications for Portfolio Diversification 0 0 0 16 0 0 0 100
Determination of Long‐run and Short‐run Dynamics in EC‐VARMA Models via Canonical Correlations 1 1 1 8 1 1 2 38
Forecasting the volatility of asset returns: The informational gains from option prices 0 0 0 10 0 1 5 37
High-dimensional predictive regression in the presence of cointegration 0 0 2 10 0 1 4 35
High-frequency Characterisation of Indian Banking Stocks 0 0 0 2 0 0 0 28
Jump Risk in the US Financial Sector 0 0 1 5 0 0 3 17
Modelling Financial Contagion Using High Frequency Data 0 0 1 9 0 0 1 22
News and expected returns in East Asian equity markets: The RV-GARCHM model 0 0 0 7 0 0 1 43
On weak identification in structural VARMA models 0 0 1 8 0 0 2 38
Tests for Jumps in Yield Spreads 0 0 0 0 0 1 1 1
The impact of COVID-19 pandemic on the volatility connectedness network of global stock market 0 0 1 14 0 3 11 50
The impact of forward guidance and large-scale asset purchase programs on commodity markets 0 0 4 6 1 1 11 13
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress 0 0 0 13 0 1 2 83
Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy 0 0 2 9 0 0 4 41
Total Journal Articles 1 1 14 124 3 14 59 590

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Statistics updated 2024-12-04