Access Statistics for Minxian Yang

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Binary Choice Model with Endogeneity: Identification via Heteroskedasticity 0 0 1 111 2 2 3 104
Econopmic growth and Risk in R&D 0 0 0 0 2 3 3 115
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH 0 0 0 49 2 4 6 133
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 84 1 2 2 157
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 50 1 1 3 78
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 24 4 6 12 39
Moving Average Conditional Heterscedastic Processes 0 0 0 0 1 1 1 163
Normal Log-normal Mixture: Leptokurtosis, Skewness and Applications 0 1 4 644 4 10 14 2,071
On Cointegration Test for VAR Models with Drift 0 0 0 0 2 2 2 262
On Identifying Permanent and Transitory Shocks in VAR Models 0 0 0 0 1 3 4 194
On the Risk Return Relationship 0 0 0 84 0 0 0 109
On the Size and Power of System Tests for Cointegration 0 0 0 0 2 2 2 302
Testing for Cointegration within the Box-Tiao Procedure 0 0 0 1 0 2 4 376
Testing for Cointegration: The Effects of Mis-Specifying the Lag Length 0 0 0 0 1 2 3 230
The Risk Return Relationship: Evidence from Index Return and Realised Variance Series 0 0 0 70 0 0 0 105
Total Working Papers 0 1 5 1,117 23 40 59 4,438

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A hybrid forecasting approach for piece-wise stationary time series 0 0 0 28 0 0 1 151
Asymmetric volatility in the foreign exchange markets 0 0 4 82 10 10 18 273
BOOK REVIEWS 0 0 0 2 1 1 1 5
Closed-form likelihood function of Markov-switching models 0 0 0 56 3 3 5 132
Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies 0 0 1 16 2 4 8 83
Comparison of Box--Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models 0 0 1 264 0 1 7 500
Effects of idiosyncratic shocks on macroeconomic time series 0 0 0 5 2 3 7 46
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 1 21 3 5 7 99
Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets 0 0 0 38 1 3 13 256
How well does the weighted price contribution measure price discovery? 0 0 0 13 1 4 5 138
Inference in partially identified heteroskedastic simultaneous equations models 0 0 0 3 2 5 5 21
Lag length and mean break in stationary VAR models 0 0 0 81 3 3 5 358
Moving average conditional heteroskedastic processes 0 0 0 22 0 1 3 88
Nonlinear Time Series Analysis ‐ by Holdger Kantz and Thomas Schreiber 0 0 0 51 0 0 0 140
Normal log-normal mixture, leptokurtosis and skewness 0 0 0 42 0 1 2 172
Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem 0 0 0 2 1 1 2 44
On Identifying Structural VAR Models via ARCH Effects 0 1 2 63 1 6 19 167
On The Size And Power Of System Tests For Cointegration 0 0 0 37 2 4 5 136
On cointegration tests for VAR models with drift 0 0 0 23 2 2 4 70
On identifying permanent and transitory shocks in VAR models 0 0 3 51 0 0 6 120
On the risk return relationship 0 0 0 24 3 4 7 126
SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS 0 0 1 66 4 5 8 167
Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities 0 0 0 4 1 2 4 25
System estimators of cointegrating matrix in absence of normalising information 0 0 0 7 0 0 5 60
Testing for cointegration: the effects of mis-specifying the lag length 0 0 0 2 3 5 5 31
The risk return relationship: Evidence from index returns and realised variances 0 0 0 1 1 2 5 25
Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions 0 0 0 60 2 3 5 201
Total Journal Articles 0 1 13 1,064 48 78 162 3,634

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Statistics updated 2026-01-09