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 1 2 110 0 1 3 101
Econopmic growth and Risk in R&D 0 0 0 0 1 1 3 112
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH 0 0 0 49 1 2 3 127
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 84 0 0 3 155
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 50 0 1 2 75
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 2 24 1 1 4 26
Moving Average Conditional Heterscedastic Processes 0 0 0 0 1 3 6 161
Normal Log-normal Mixture: Leptokurtosis, Skewness and Applications 0 0 1 640 1 2 3 2,056
On Cointegration Test for VAR Models with Drift 0 0 0 0 0 0 2 260
On Identifying Permanent and Transitory Shocks in VAR Models 0 0 0 0 0 0 1 189
On the Risk Return Relationship 0 0 2 84 0 0 3 109
On the Size and Power of System Tests for Cointegration 0 0 0 0 0 0 1 300
Testing for Cointegration within the Box-Tiao Procedure 0 0 0 1 1 2 4 372
Testing for Cointegration: The Effects of Mis-Specifying the Lag Length 0 0 0 0 1 1 1 227
The Risk Return Relationship: Evidence from Index Return and Realised Variance Series 1 1 2 70 1 1 3 105
Total Working Papers 1 2 9 1,112 8 15 42 4,375

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 2 2 28 0 3 3 150
Asymmetric volatility in the foreign exchange markets 0 1 3 78 0 2 9 255
BOOK REVIEWS 0 1 1 2 0 2 2 4
Closed-form likelihood function of Markov-switching models 1 2 2 56 1 2 2 127
Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies 0 0 0 15 0 0 5 75
Comparison of Box--Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models 0 1 8 262 1 2 14 492
Effects of idiosyncratic shocks on macroeconomic time series 0 0 0 5 0 0 0 38
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 20 1 2 2 92
Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets 1 2 6 38 1 3 12 243
How well does the weighted price contribution measure price discovery? 1 1 1 13 1 3 5 133
Inference in partially identified heteroskedastic simultaneous equations models 0 0 2 3 0 2 5 16
Lag length and mean break in stationary VAR models 0 0 0 81 0 1 2 353
Moving average conditional heteroskedastic processes 1 1 1 22 1 3 4 85
Nonlinear Time Series Analysis ‐ by Holdger Kantz and Thomas Schreiber 0 1 2 51 1 3 4 140
Normal log-normal mixture, leptokurtosis and skewness 0 1 2 42 0 2 5 170
Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem 0 0 0 2 1 1 3 42
On Identifying Structural VAR Models via ARCH Effects 0 4 7 61 1 8 15 148
On The Size And Power Of System Tests For Cointegration 0 0 0 37 0 2 5 131
On cointegration tests for VAR models with drift 1 1 1 23 1 1 2 66
On identifying permanent and transitory shocks in VAR models 1 1 1 48 1 2 3 114
On the risk return relationship 0 0 1 24 3 3 5 119
SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS 0 0 0 65 0 0 0 159
Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities 0 0 1 4 0 0 1 21
System estimators of cointegrating matrix in absence of normalising information 1 2 2 7 1 3 4 55
Testing for cointegration: the effects of mis-specifying the lag length 1 1 1 2 1 1 3 26
The risk return relationship: Evidence from index returns and realised variances 1 1 1 1 1 2 3 20
Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions 0 0 0 60 1 1 1 196
Total Journal Articles 9 23 45 1,050 18 54 119 3,470

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Statistics updated 2024-12-04