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 2 111 0 1 2 102
Econopmic growth and Risk in R&D 0 0 0 0 0 0 1 112
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH 0 0 0 49 0 1 3 129
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 84 0 0 0 155
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 50 0 2 3 77
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 24 0 1 8 33
Moving Average Conditional Heterscedastic Processes 0 0 0 0 0 0 4 162
Normal Log-normal Mixture: Leptokurtosis, Skewness and Applications 0 0 3 643 0 0 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 1 1 2 191
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 0 3 374
Testing for Cointegration: The Effects of Mis-Specifying the Lag Length 0 0 0 0 0 1 2 228
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 6 1,116 1 7 36 4,398

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 1 28 0 0 3 151
Asymmetric volatility in the foreign exchange markets 1 2 5 82 1 4 9 263
BOOK REVIEWS 0 0 1 2 0 0 1 4
Closed-form likelihood function of Markov-switching models 0 0 1 56 0 2 3 129
Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies 0 0 1 16 0 2 4 79
Comparison of Box--Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models 0 0 3 264 0 1 9 499
Effects of idiosyncratic shocks on macroeconomic time series 0 0 0 5 1 3 5 43
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 1 1 21 0 1 3 94
Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets 0 0 2 38 1 1 13 253
How well does the weighted price contribution measure price discovery? 0 0 1 13 0 0 4 134
Inference in partially identified heteroskedastic simultaneous equations models 0 0 0 3 0 0 1 16
Lag length and mean break in stationary VAR models 0 0 0 81 1 1 3 355
Moving average conditional heteroskedastic processes 0 0 1 22 0 1 4 87
Nonlinear Time Series Analysis ‐ by Holdger Kantz and Thomas Schreiber 0 0 1 51 0 0 2 140
Normal log-normal mixture, leptokurtosis and skewness 0 0 1 42 0 0 2 171
Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem 0 0 0 2 0 1 2 43
On Identifying Structural VAR Models via ARCH Effects 0 1 2 62 0 4 16 161
On The Size And Power Of System Tests For Cointegration 0 0 0 37 0 0 2 132
On cointegration tests for VAR models with drift 0 0 1 23 0 2 3 68
On identifying permanent and transitory shocks in VAR models 0 0 4 51 1 1 7 120
On the risk return relationship 0 0 0 24 1 1 6 122
SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS 0 0 1 66 0 1 3 162
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 1 4 8 60
Testing for cointegration: the effects of mis-specifying the lag length 0 0 1 2 0 0 1 26
The risk return relationship: Evidence from index returns and realised variances 0 0 1 1 0 2 5 23
Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions 0 0 0 60 0 1 3 198
Total Journal Articles 1 4 31 1,063 7 33 124 3,556

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Statistics updated 2025-10-06