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Xingzhi Yao

Associate Professor

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Research activity per year

Personal profile

Personal profile

Xingzhi 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 macroeconomicswith 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.

Research interests

Financial econometrics: high-frequency volatility modelling and forecasting

Time series econometrics: fractional co-integration; long memory; structural breaks


Assistant Professor in Finance - XJTLU - 2018 to 2023

Teaching Assistant-Lancaster University Management School-2015-2017


FIN414, Empirical Methods in Finance

FIN305 Risk Management for Business

MAN 303 Final Year Project

FIN102 Foundations of Finance

Awards and honours

2019 Talent Program - Jiangsu Province Innovation Entrepreneurship Doctor

2017/18 Lancaster University Management School Deans List

Education/Academic qualification

PhD , Lancaster University, - 2018

MSc , Lancaster University, UK, - 2013

Person Types

  • Staff


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