Number of items: 5
|Yao, W and Kam, T and Vahid, F, On weak identification in structural VARMA models, Economics Letters, 156 pp. 1-6. ISSN 0165-1765 (2017) [Refereed Article]|
|Alexeev, V and Dungey, M and Yao, W, Time-varying continuous and jump betas: the role of firm characteristics and periods of stress, Journal of Empirical Finance, 40 pp. 1-19. ISSN 0927-5398 (2017) [Refereed Article]|
|Poskitt, DS and Yao, W, Vector Autoregressions and Macroeconomic Modeling: An Error Taxonomy, Journal of Business and Economic Statistics, 35, (3) pp. 407-419. ISSN 0735-0015 (2017) [Refereed Article]|
|Alexeev, V and Dungey, M and Yao, W, Continuous and jump betas: implications for portfolio diversification, Econometrics, 3, (27) pp. 1-15. ISSN 2225-1146 (2016) [Refereed Article]|
|Athanasopoulos, G and Poskitt, DS and Vahid, F and Yao, W, Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations, Journal of Applied Econometrics, 31, (6) pp. 1100-1119. ISSN 1099-1255 (2016) [Refereed Article]|
This list was generated on Fri May 7 04:15:27 2021.