Wenying Yao

From MaRDI portal
(Redirected from Person:1673502)



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