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 3 5 6 107
Econopmic growth and Risk in R&D 0 0 0 0 1 4 4 116
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH 0 0 0 49 3 7 9 136
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 84 15 17 17 172
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 24 6 12 18 45
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 50 7 8 10 85
Moving Average Conditional Heterscedastic Processes 0 0 0 0 3 4 4 166
Normal Log-normal Mixture: Leptokurtosis, Skewness and Applications 0 0 3 644 4 11 17 2,075
On Cointegration Test for VAR Models with Drift 0 0 0 0 2 4 4 264
On Identifying Permanent and Transitory Shocks in VAR Models 0 0 0 0 2 4 6 196
On the Risk Return Relationship 0 0 0 84 1 1 1 110
On the Size and Power of System Tests for Cointegration 0 0 0 0 4 6 6 306
Testing for Cointegration within the Box-Tiao Procedure 0 0 0 1 2 4 6 378
Testing for Cointegration: The Effects of Mis-Specifying the Lag Length 0 0 0 0 2 4 5 232
The Risk Return Relationship: Evidence from Index Return and Realised Variance Series 0 0 0 70 1 1 1 106
Total Working Papers 0 0 4 1,117 56 92 114 4,494

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 1 151
Asymmetric volatility in the foreign exchange markets 0 0 3 82 8 18 24 281
BOOK REVIEWS 0 0 0 2 2 3 3 7
Closed-form likelihood function of Markov-switching models 0 0 0 56 1 4 6 133
Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies 0 0 1 16 3 5 11 86
Comparison of Box--Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models 0 0 1 264 2 2 8 502
Effects of idiosyncratic shocks on macroeconomic time series 0 0 0 5 3 6 10 49
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 1 21 7 11 14 106
Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets 0 0 0 38 7 10 20 263
How well does the weighted price contribution measure price discovery? 0 0 0 13 2 4 7 140
Inference in partially identified heteroskedastic simultaneous equations models 0 0 0 3 8 11 13 29
Lag length and mean break in stationary VAR models 0 0 0 81 2 5 7 360
Moving average conditional heteroskedastic processes 0 0 0 22 6 7 9 94
Nonlinear Time Series Analysis ‐ by Holdger Kantz and Thomas Schreiber 0 0 0 51 2 2 2 142
Normal log-normal mixture, leptokurtosis and skewness 0 0 0 42 4 5 6 176
Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem 0 0 0 2 2 3 4 46
On Identifying Structural VAR Models via ARCH Effects 0 1 2 63 5 10 24 172
On The Size And Power Of System Tests For Cointegration 0 0 0 37 5 9 10 141
On cointegration tests for VAR models with drift 0 0 0 23 3 5 7 73
On identifying permanent and transitory shocks in VAR models 0 0 2 51 0 0 5 120
On the risk return relationship 0 0 0 24 1 5 7 127
SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS 0 0 0 66 1 5 8 168
Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities 0 0 0 4 1 2 4 26
System estimators of cointegrating matrix in absence of normalising information 0 0 0 7 3 3 7 63
Testing for cointegration: the effects of mis-specifying the lag length 0 0 0 2 1 4 6 32
The risk return relationship: Evidence from index returns and realised variances 0 0 0 1 4 6 9 29
Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions 0 0 0 60 3 6 8 204
Total Journal Articles 0 1 10 1,064 86 151 240 3,720

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Statistics updated 2026-02-12