Wenying Yao
Author
Alternate names Wenying Yao, Yao Wen‐ying
Institution The University of Melbourne
Past institutions The University of Melbourne, Deakin University, University of Tasmania, Xinjiang University of Finance and Economics
ORCID: Yes
H-index: 8
I10-index: 6
Works count: 43
Citations count: 189
The impact of COVID-19 pandemic on the volatility connectedness network of global stock market
2021 · Tingting Cheng, Junli Liu, et al. · Pacific-Basin Finance Journal
Time-varying continuous and jump betas: The role of firm characteristics and periods of stress
2016 · Vitali Alexeev, Mardi Dungey, et al. · Journal of Empirical Finance
High-dimensional predictive regression in the presence of cointegration
2020 · Bonsoo Koo, Heather M. Anderson, et al. · Journal of Econometrics