ProfileXingzhi Yao obtained her Ph.D in economics from Lancaster University (UK) in 2018. Prior to the work at XJTLU, she was a teaching assistant at Lancaster University Management School (LUMS) with rich teaching experience in Financial Economics, Econometrics and Applied Statistics. She was also affiliated with Timberlake consultants and delivered econometric training courses in R, Eviews and MatLab.
Her main research interests include: applied macroeconomics
with focus on fractional integration, fractional co-integration and structural breaks; financial econometrics with focus on high-frequency volatility modelling and forecasting using time-series methods and options-based methods.