Wenying Yao

From MaRDI portal
(Redirected from Wenying Yao)



List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Tests for Jumps in Yield Spreads
Journal of Business and Economic Statistics
2024-10-28Paper
Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy
Journal of Business and Economic Statistics
2024-10-09Paper
The impact of forward guidance and large-scale asset purchase programs on commodity markets
Studies in Nonlinear Dynamics & Econometrics
2024-06-11Paper
Identifying changes in the distribution of income from higher-order moments with an application to Australia
Australian & New Zealand Journal of Statistics
2024-06-03Paper
Credit offering strategy and dynamic pricing in the presence of consumer strategic behavior
European Journal of Operational Research
2022-07-22Paper
Characterizing financial crises using high-frequency data
Quantitative Finance
2022-05-27Paper
On weak identification in structural VARMA models
Economics Letters
2018-09-12Paper


Research outcomes over time


This page was built for person: Wenying Yao