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 1 110 0 0 2 101
Econopmic growth and Risk in R&D 0 0 0 0 0 0 2 112
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH 0 0 0 49 0 0 3 128
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 84 0 0 1 155
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 50 0 0 1 75
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 24 2 4 7 32
Moving Average Conditional Heterscedastic Processes 0 0 0 0 0 0 6 162
Normal Log-normal Mixture: Leptokurtosis, Skewness and Applications 0 1 3 643 1 2 7 2,061
On Cointegration Test for VAR Models with Drift 0 0 0 0 0 0 0 260
On Identifying Permanent and Transitory Shocks in VAR Models 0 0 0 0 0 0 2 190
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 0 0 0 300
Testing for Cointegration within the Box-Tiao Procedure 0 0 0 1 0 2 6 374
Testing for Cointegration: The Effects of Mis-Specifying the Lag Length 0 0 0 0 0 0 1 227
The Risk Return Relationship: Evidence from Index Return and Realised Variance Series 0 0 1 70 0 0 1 105
Total Working Papers 0 1 5 1,115 3 8 39 4,391

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 2 28 0 0 4 151
Asymmetric volatility in the foreign exchange markets 0 1 3 80 1 2 7 259
BOOK REVIEWS 0 0 1 2 0 0 2 4
Closed-form likelihood function of Markov-switching models 0 0 2 56 0 0 2 127
Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies 0 1 1 16 1 2 3 77
Comparison of Box--Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models 0 0 3 264 2 3 9 498
Effects of idiosyncratic shocks on macroeconomic time series 0 0 0 5 0 1 2 40
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 20 0 1 3 93
Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets 0 0 2 38 0 1 14 252
How well does the weighted price contribution measure price discovery? 0 0 1 13 0 0 5 134
Inference in partially identified heteroskedastic simultaneous equations models 0 0 0 3 0 0 2 16
Lag length and mean break in stationary VAR models 0 0 0 81 0 1 3 354
Moving average conditional heteroskedastic processes 0 0 1 22 0 0 5 86
Nonlinear Time Series Analysis ‐ by Holdger Kantz and Thomas Schreiber 0 0 2 51 0 0 4 140
Normal log-normal mixture, leptokurtosis and skewness 0 0 1 42 0 0 3 171
Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem 0 0 0 2 0 0 2 42
On Identifying Structural VAR Models via ARCH Effects 0 0 4 61 4 9 18 157
On The Size And Power Of System Tests For Cointegration 0 0 0 37 0 0 4 132
On cointegration tests for VAR models with drift 0 0 1 23 0 0 1 66
On identifying permanent and transitory shocks in VAR models 0 2 4 51 0 2 7 119
On the risk return relationship 0 0 0 24 0 1 6 121
SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS 0 0 1 66 0 0 2 161
Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities 0 0 0 4 0 0 2 23
System estimators of cointegrating matrix in absence of normalising information 0 0 2 7 0 0 5 56
Testing for cointegration: the effects of mis-specifying the lag length 0 0 1 2 0 0 3 26
The risk return relationship: Evidence from index returns and realised variances 0 0 1 1 0 0 3 21
Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions 0 0 0 60 0 0 2 197
Total Journal Articles 0 4 33 1,059 8 23 123 3,523

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Statistics updated 2025-07-04