ePrints
Items where Author is "Yao, W"
 | Up a level |
Group by: Item Type | No Grouping
Number of items: 10.
Article
Alexeev, V 
ORCID: 0000-0003-3092-2500, Dungey, M ORCID: 0000-0003-0074-2314 and Yao, W ORCID: 0000-0001-6368-0160 2017
, 'Time-varying continuous and jump betas: the role of firm characteristics and periods of stress'
, Journal of Empirical Finance, vol. 40
, pp. 1-19
, doi: https://doi.org/10.1016/j.jempfin.2016.11.002.
ORCID: 0000-0003-3092-2500, Dungey, M ORCID: 0000-0003-0074-2314 and Yao, W ORCID: 0000-0001-6368-0160 2017
, 'Time-varying continuous and jump betas: the role of firm characteristics and periods of stress'
, Journal of Empirical Finance, vol. 40
, pp. 1-19
, doi: https://doi.org/10.1016/j.jempfin.2016.11.002.
Alexeev, V ORCID: 0000-0003-3092-2500, Dungey, M ORCID: 0000-0003-0074-2314 and Yao, W ORCID: 0000-0001-6368-0160 2017
, 'Time-varying continuous and jump betas: the role of firm characteristics and periods of stress'
, Journal of Empirical Finance, vol. 40
, pp. 1-19
, doi: https://doi.org/10.1016/j.jempfin.2016.11.002.
ORCID: 0000-0003-3092-2500, Dungey, M ORCID: 0000-0003-0074-2314 and Yao, W ORCID: 0000-0001-6368-0160 2017
, 'Time-varying continuous and jump betas: the role of firm characteristics and periods of stress'
, Journal of Empirical Finance, vol. 40
, pp. 1-19
, doi: https://doi.org/10.1016/j.jempfin.2016.11.002.
Gajurel, D, Dungey, M ORCID: 0000-0003-0074-2314, Yao, W and Jeyasreedharan, N ORCID: 0000-0003-1489-989X 2020
, 'Jump risk in the US financial sector'
, Economic Record, vol. 96, no. 314
, pp. 331-349
, doi: https://doi.org/10.1111/1475-4932.12565.
ORCID: 0000-0003-0074-2314, Yao, W and Jeyasreedharan, N ORCID: 0000-0003-1489-989X 2020
, 'Jump risk in the US financial sector'
, Economic Record, vol. 96, no. 314
, pp. 331-349
, doi: https://doi.org/10.1111/1475-4932.12565.
Sayeed, MA, Dungey, M ORCID: 0000-0003-0074-2314 and Yao, W 2018
, 'High frequency characterisation of Indian banking stocks'
, Journal of Emerging Market Finance, vol. 17, no. 2S
, 1S-26S
, doi: https://doi.org/10.1177/0972652718777081.
ORCID: 0000-0003-0074-2314 and Yao, W 2018
, 'High frequency characterisation of Indian banking stocks'
, Journal of Emerging Market Finance, vol. 17, no. 2S
, 1S-26S
, doi: https://doi.org/10.1177/0972652718777081.
Yao, W ORCID: 0000-0001-6368-0160, Kam, T and Vahid, F 2017
, 'On weak identification in structural VARMA models'
, Economics Letters, vol. 156
, pp. 1-6
, doi: https://doi.org/10.1016/j.econlet.2017.03.035.
ORCID: 0000-0001-6368-0160, Kam, T and Vahid, F 2017
, 'On weak identification in structural VARMA models'
, Economics Letters, vol. 156
, pp. 1-6
, doi: https://doi.org/10.1016/j.econlet.2017.03.035.
Yao, W ORCID: 0000-0001-6368-0160, Kam, T and Vahid, F 2017
, 'On weak identification in structural VARMA models'
, Economics Letters, vol. 156
, pp. 1-6
, doi: https://doi.org/10.1016/j.econlet.2017.03.035.
ORCID: 0000-0001-6368-0160, Kam, T and Vahid, F 2017
, 'On weak identification in structural VARMA models'
, Economics Letters, vol. 156
, pp. 1-6
, doi: https://doi.org/10.1016/j.econlet.2017.03.035.
Report
Athanasopoulos, G, Poskitt, D, Vahid, F and Yao, W 2014
, Forecasting with EC-VARMA Models.
Sayed, MA, Dungey, M and Yao, W 2015
, High frequency characterization of Indian banking stocks.
Yao, W, Kam, T and Vahid, F 2014
, VAR(MA), What is it Good For? More Bad News for Reduced-form Estimation and Inference.