Wenying Yao
Deakin University
H-index: 7
Oceania-Australia
Top articles of Wenying Yao
Identifying changes in the distribution of income from higher‐order moments with an application to Australia
Australian & New Zealand Journal of Statistics
2024
Yang Song
H-Index: 8
Wenying Yao
H-Index: 5
Tests for jumps in yield spreads
Journal of Business & Economic Statistics
2023/11/21
Lars Winkelmann
H-Index: 6
Wenying Yao
H-Index: 5
Perceptions and Use of Building Price Data in Australia
2023/6/13
Argaw Gurmu
H-Index: 6
Wenying Yao
H-Index: 5
Tail Connectedness: Measuring the Network Connectedness of Equity Markets During Crises
Available at SSRN 4294472
2022
The Value of Price Data for Quantity Surveying Professionals in Australia
2022/9/13
Argaw Gurmu
H-Index: 6
Wenying Yao
H-Index: 5
The impact of forward guidance and large-scale asset purchase programs on commodity markets
Studies in Nonlinear Dynamics & Econometrics
2022/9/12
An examination of herding behaviour of the Chinese mutual funds: A time-varying perspective
Pacific-Basin Finance Journal
2022/9/1
Tingting Cheng
H-Index: 5
Wenying Yao
H-Index: 5
Characterizing financial crises using high-frequency data
Quantitative Finance
2022/4/3
The impact of COVID-19 pandemic on the volatility connectedness network of global stock market
Pacific-Basin Finance Journal
2022/2/1
Forecasting the volatility of asset returns: The informational gains from option prices
International Journal of Forecasting
2021/4/1
Wenying Yao
H-Index: 5
High-dimensional predictive regression in the presence of cointegration
Journal of Econometrics
2020/12/1
Jump Risk in the US Financial Sector
Economic record
2020/9
Dinesh Gajurel
H-Index: 7
Mardi Dungey
H-Index: 20
Wenying Yao
H-Index: 5
Nagaratnam Jeyasreedharan
H-Index: 1
Modelling Financial Contagion Using High Frequency Data
Economic record
2020/9
Do market-wide circuit breakers calm markets or panic them? Evidence from the COVID-19 pandemic
Evidence from the COVID-19 pandemic (May
2020/8/13
Xiaoyang Li
H-Index: 5
Wenying Yao
H-Index: 5
Co-Authors
