IDEAS home Printed from https://ideas.repec.org/
MyIDEAS: Login to follow this author

Wenying Yao

This is information that was supplied by Wenying Yao in registering through RePEc. If you are Wenying Yao , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Wenying
Middle Name:
Last Name:Yao
Suffix:
RePEc Short-ID:pya365
https://sites.google.com/site/wenyingyao44/
Department of Econometrics and Business Statistics Monash University Clayton 3800 VIC Australia
Melbourne, Australia
http://business.monash.edu/econometrics-and-business-statistics

: 03 990 52372
03 990 55474
Room 674, Menzies Building, Wellington Road, Clayton, Victoria, 3168
RePEc:edi:dxmonau (more details at EDIRC)
in new window
  1. Sayaeed, Mohammad Abu & Dungey, Mardi & Yao, Wenying, 2015. "High frequency characterization of Indian banking stocks," Working Papers 2015-04, University of Tasmania, Tasmanian School of Business and Economics.
  2. Yao, Wenying & Tian, Jing, 2015. "The role of intra-day volatility pattern in jump detection: empirical evidence on how financial markets respond to macroeconomic news announcements," Working Papers 2015-05, University of Tasmania, Tasmanian School of Business and Economics.
  3. George Athanasopoulos & D.S. Poskitt & Farshid Vahid & Wenying Yao, 2014. "Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations," Monash Econometrics and Business Statistics Working Papers 22/14, Monash University, Department of Econometrics and Business Statistics.
  4. Yao, Wenying & Kam, Timothy & Vahid, Farshid, 2014. "VAR(MA), what is it good for? more bad news for reduced-form estimation and inference," Working Papers 2014-14, University of Tasmania, Tasmanian School of Business and Economics.
  5. Athanasopouolos, George & Poskitt, Don & Vahid, Farshid & Yao, Wenying, 2014. "Forecasting with EC-VARMA models," Working Papers 2014-07, University of Tasmania, Tasmanian School of Business and Economics, revised 22 Feb 2014.
  6. D.S. Poskitt & Wenying Yao, 2012. "VAR Modeling and Business Cycle Analysis: A Taxonomy of Errors," Monash Econometrics and Business Statistics Working Papers 11/12, Monash University, Department of Econometrics and Business Statistics.
5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BAN: Banking (1) 2016-01-29
  2. NEP-CFN: Corporate Finance (1) 2016-01-29
  3. NEP-ECM: Econometrics (3) 2012-05-02 2014-11-28 2016-01-29. Author is listed
  4. NEP-ETS: Econometric Time Series (4) 2012-05-02 2014-11-28 2016-01-29 2016-01-29. Author is listed
  5. NEP-FOR: Forecasting (2) 2014-11-28 2016-01-29. Author is listed
  6. NEP-MST: Market Microstructure (2) 2016-01-29 2016-01-29. Author is listed
  7. NEP-ORE: Operations Research (1) 2016-01-29

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Wenying Yao should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.