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 1 7 108
Econopmic growth and Risk in R&D 0 0 0 0 2 2 6 118
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH 0 0 0 49 1 4 12 140
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 84 3 5 22 177
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 50 4 5 15 90
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 24 2 6 22 51
Moving Average Conditional Heterscedastic Processes 0 0 0 0 0 0 4 166
Normal Log-normal Mixture: Leptokurtosis, Skewness and Applications 0 0 1 644 2 5 20 2,080
On Cointegration Test for VAR Models with Drift 0 0 0 0 4 5 9 269
On Identifying Permanent and Transitory Shocks in VAR Models 0 0 0 0 1 1 7 197
On the Risk Return Relationship 0 0 0 84 1 2 3 112
On the Size and Power of System Tests for Cointegration 0 0 0 0 4 4 10 310
Testing for Cointegration within the Box-Tiao Procedure 0 0 0 1 0 0 4 378
Testing for Cointegration: The Effects of Mis-Specifying the Lag Length 0 0 0 0 1 1 6 233
The Risk Return Relationship: Evidence from Index Return and Realised Variance Series 0 0 0 70 1 4 5 110
Total Working Papers 0 0 2 1,117 26 45 152 4,539

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 5 5 5 156
Asymmetric volatility in the foreign exchange markets 0 0 3 82 2 4 28 285
BOOK REVIEWS 0 0 0 2 1 2 5 9
Closed-form likelihood function of Markov-switching models 0 0 0 56 1 1 7 134
Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies 0 0 0 16 4 9 19 95
Comparison of Box--Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models 0 1 1 265 1 3 9 505
Effects of idiosyncratic shocks on macroeconomic time series 0 0 0 5 0 0 9 49
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 1 21 3 5 19 111
Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets 0 0 0 38 0 2 14 265
How well does the weighted price contribution measure price discovery? 0 0 0 13 3 5 11 145
Inference in partially identified heteroskedastic simultaneous equations models 0 0 0 3 3 4 17 33
Lag length and mean break in stationary VAR models 0 0 0 81 0 1 8 361
Moving average conditional heteroskedastic processes 0 0 0 22 0 0 8 94
Nonlinear Time Series Analysis ‐ by Holdger Kantz and Thomas Schreiber 0 0 0 51 0 1 3 143
Normal log-normal mixture, leptokurtosis and skewness 0 0 0 42 2 2 7 178
Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem 0 0 0 2 2 2 6 48
On Identifying Structural VAR Models via ARCH Effects 0 1 3 64 5 8 27 180
On The Size And Power Of System Tests For Cointegration 0 0 0 37 2 5 14 146
On cointegration tests for VAR models with drift 0 0 0 23 1 1 8 74
On identifying permanent and transitory shocks in VAR models 0 0 0 51 1 2 3 122
On the risk return relationship 0 0 0 24 0 3 9 130
SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS 0 0 0 66 4 4 11 172
Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities 0 0 0 4 2 4 7 30
System estimators of cointegrating matrix in absence of normalising information 0 0 0 7 3 4 11 67
Testing for cointegration: the effects of mis-specifying the lag length 0 0 0 2 1 1 7 33
The risk return relationship: Evidence from index returns and realised variances 0 1 1 2 4 7 15 36
Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions 0 0 0 60 1 1 8 205
Total Journal Articles 0 3 9 1,067 51 86 295 3,806

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Statistics updated 2026-05-06