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 0 5 6 107
Econopmic growth and Risk in R&D 0 0 0 0 0 3 4 116
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH 0 0 0 49 0 5 8 136
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 84 2 18 19 174
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 24 3 13 21 48
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 50 0 8 10 85
Moving Average Conditional Heterscedastic Processes 0 0 0 0 0 4 4 166
Normal Log-normal Mixture: Leptokurtosis, Skewness and Applications 0 0 3 644 2 10 19 2,077
On Cointegration Test for VAR Models with Drift 0 0 0 0 1 5 5 265
On Identifying Permanent and Transitory Shocks in VAR Models 0 0 0 0 0 3 6 196
On the Risk Return Relationship 0 0 0 84 1 2 2 111
On the Size and Power of System Tests for Cointegration 0 0 0 0 0 6 6 306
Testing for Cointegration within the Box-Tiao Procedure 0 0 0 1 0 2 6 378
Testing for Cointegration: The Effects of Mis-Specifying the Lag Length 0 0 0 0 0 3 5 232
The Risk Return Relationship: Evidence from Index Return and Realised Variance Series 0 0 0 70 1 2 2 107
Total Working Papers 0 0 4 1,117 10 89 123 4,504

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 0 151
Asymmetric volatility in the foreign exchange markets 0 0 3 82 2 20 26 283
BOOK REVIEWS 0 0 0 2 1 4 4 8
Closed-form likelihood function of Markov-switching models 0 0 0 56 0 4 6 133
Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies 0 0 1 16 3 8 14 89
Comparison of Box--Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models 0 0 0 264 1 3 8 503
Effects of idiosyncratic shocks on macroeconomic time series 0 0 0 5 0 5 10 49
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 1 21 1 11 15 107
Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets 0 0 0 38 1 9 21 264
How well does the weighted price contribution measure price discovery? 0 0 0 13 0 3 6 140
Inference in partially identified heteroskedastic simultaneous equations models 0 0 0 3 1 11 14 30
Lag length and mean break in stationary VAR models 0 0 0 81 1 6 8 361
Moving average conditional heteroskedastic processes 0 0 0 22 0 6 8 94
Nonlinear Time Series Analysis ‐ by Holdger Kantz and Thomas Schreiber 0 0 0 51 0 2 2 142
Normal log-normal mixture, leptokurtosis and skewness 0 0 0 42 0 4 5 176
Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem 0 0 0 2 0 3 4 46
On Identifying Structural VAR Models via ARCH Effects 0 0 2 63 0 6 24 172
On The Size And Power Of System Tests For Cointegration 0 0 0 37 3 10 12 144
On cointegration tests for VAR models with drift 0 0 0 23 0 5 7 73
On identifying permanent and transitory shocks in VAR models 0 0 2 51 1 1 5 121
On the risk return relationship 0 0 0 24 2 6 9 129
SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS 0 0 0 66 0 5 8 168
Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities 0 0 0 4 0 2 3 26
System estimators of cointegrating matrix in absence of normalising information 0 0 0 7 0 3 7 63
Testing for cointegration: the effects of mis-specifying the lag length 0 0 0 2 0 4 6 32
The risk return relationship: Evidence from index returns and realised variances 0 0 0 1 0 5 8 29
Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions 0 0 0 60 0 5 7 204
Total Journal Articles 0 0 9 1,064 17 151 247 3,737

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Statistics updated 2026-03-04