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W

Wenying Yao

university of melbourne

8H-index
51Paper Count
227Citation Count
Published Papers 3
Publication Date
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Optimal Bandwidth Selection for Forecasting under Parameter Instability
errJournal of Financial Econometrics
IF2.2
err2026-01-01
err0
PREAI
errBai, Yu; Peng, Bin; Shi, Shuping; Yao, Wenying
errShare
errSave
Forecasting the volatility of asset returns: The informational gains from option prices
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2021-04-01
err8
PREAI
errMartin, Vance L.; Tang, Chrismin; Yao, Wenying
errShare
errSave
High-dimensional predictive regression in the presence of cointegration
errJOURNAL OF ECONOMETRICS
IF4
err2020-12-01
err14
PREAI
errKoo, Bonsoo; Anderson, Heather M.; Seo, Myung Hwan; Yao, Wenying
errShare
errSave

Research Directions

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Co-authors
Cooperation Journals
V
Vance L. Martin
H-index: 30 · Papers: 222
M
Myung Hwan Seo
H-index: 17 · Papers: 80
B
Bin Peng
H-index: 9 · Papers: 22
C
Chrismin Tang
H-index: 8 · Papers: 19
B
Bonsoo Koo
H-index: 8 · Papers: 52
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