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 2 101 0 2 7 83
Econopmic growth and Risk in R&D 0 0 0 0 0 0 0 107
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH 0 0 0 49 1 1 10 117
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 1 1 83 3 6 18 134
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 1 2 14 0 1 2 12
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 1 5 45 0 1 9 59
Moving Average Conditional Heterscedastic Processes 0 0 0 0 0 0 2 143
Normal Log-normal Mixture: Leptokurtosis, Skewness and Applications 0 0 0 639 3 4 9 2,044
On Cointegration Test for VAR Models with Drift 0 0 0 0 0 0 3 249
On Identifying Permanent and Transitory Shocks in VAR Models 0 0 0 0 0 1 3 179
On the Risk Return Relationship 0 1 2 72 1 2 8 88
On the Size and Power of System Tests for Cointegration 0 0 0 0 1 1 3 295
Testing for Cointegration within the Box-Tiao Procedure 0 0 0 1 0 1 6 349
Testing for Cointegration: The Effects of Mis-Specifying the Lag Length 0 0 0 0 0 0 6 222
The Risk Return Relationship: Evidence from Index Return and Realised Variance Series 0 1 4 61 0 1 11 92
Total Working Papers 0 6 16 1,065 9 21 97 4,173

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 26 0 0 2 144
Asymmetric volatility in the foreign exchange markets 0 0 2 69 1 3 15 222
BOOK REVIEWS 0 0 0 1 0 0 0 2
Closed-form likelihood function of Markov-switching models 0 0 1 54 0 0 1 124
Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies 0 0 1 14 0 2 7 59
Comparison of Box--Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models 0 1 2 226 1 2 11 436
Effects of idiosyncratic shocks on macroeconomic time series 0 0 0 1 1 1 3 18
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 1 1 11 0 2 15 57
Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets 0 0 1 24 0 6 15 125
How well does the weighted price contribution measure price discovery? 0 0 0 11 0 3 15 79
Lag length and mean break in stationary VAR models 0 0 0 81 1 1 3 347
Moving average conditional heteroskedastic processes 0 0 0 21 0 1 2 78
Normal log-normal mixture, leptokurtosis and skewness 0 0 0 37 1 4 7 156
Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem 0 0 0 2 0 0 2 32
On Identifying Structural VAR Models via ARCH Effects 0 1 3 46 0 4 18 113
On The Size And Power Of System Tests For Cointegration 0 1 1 37 1 3 4 122
On cointegration tests for VAR models with drift 0 0 0 21 0 0 3 60
On identifying permanent and transitory shocks in VAR models 0 0 2 43 0 1 7 102
On the risk return relationship 0 0 3 18 1 2 9 85
SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS 0 1 1 63 0 1 3 154
Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities 0 0 0 0 0 0 3 11
System estimators of cointegrating matrix in absence of normalising information 0 0 0 4 0 0 1 42
Testing for cointegration: the effects of mis-specifying the lag length 0 0 0 1 0 0 0 21
The risk return relationship: Evidence from index returns and realised variances 0 0 0 0 1 2 10 10
Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions 0 0 1 58 0 0 5 190
Total Journal Articles 0 5 19 869 8 38 161 2,789

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Statistics updated 2020-09-04