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 0 111 0 2 8 110
Econopmic growth and Risk in R&D 0 0 0 0 1 1 7 119
Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH 0 0 0 49 0 0 14 143
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 84 0 0 26 181
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 24 0 1 21 54
Inference in Partially Identified Heteroskedastic Simultaneous Equations Models 0 0 0 50 0 0 14 91
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 0 1 22 2,083
On Cointegration Test for VAR Models with Drift 0 0 0 0 0 0 10 270
On Identifying Permanent and Transitory Shocks in VAR Models 0 0 0 0 0 0 8 199
On the Risk Return Relationship 0 0 0 84 2 3 6 115
On the Size and Power of System Tests for Cointegration 0 0 0 0 0 0 11 311
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 2 7 235
The Risk Return Relationship: Evidence from Index Return and Realised Variance Series 0 0 0 70 0 1 6 111
Total Working Papers 0 0 1 1,117 4 11 168 4,566

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 1 6 157
Asymmetric volatility in the foreign exchange markets 0 0 0 82 1 2 25 288
BOOK REVIEWS 0 0 0 2 0 1 6 10
Closed-form likelihood function of Markov-switching models 0 0 0 56 1 2 7 136
Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies 0 0 0 16 0 0 19 98
Comparison of Box--Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models 0 0 1 265 0 0 7 506
Effects of idiosyncratic shocks on macroeconomic time series 0 0 0 5 1 2 11 54
Endogenous crisis dating and contagion using smooth transition structural GARCH 0 0 0 21 1 2 19 113
Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets 0 0 1 39 1 2 16 269
How well does the weighted price contribution measure price discovery? 0 1 1 14 1 3 15 149
Inference in partially identified heteroskedastic simultaneous equations models 0 0 0 3 0 1 19 35
Lag length and mean break in stationary VAR models 0 0 0 81 0 0 7 362
Moving average conditional heteroskedastic processes 0 0 0 22 0 2 10 97
Nonlinear Time Series Analysis ‐ by Holdger Kantz and Thomas Schreiber 0 0 0 51 3 4 7 147
Normal log-normal mixture, leptokurtosis and skewness 0 0 0 42 0 2 9 180
Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem 0 0 0 2 0 0 6 49
On Identifying Structural VAR Models via ARCH Effects 0 0 3 65 1 2 24 185
On The Size And Power Of System Tests For Cointegration 0 0 0 37 0 1 15 147
On cointegration tests for VAR models with drift 0 0 0 23 0 0 6 74
On identifying permanent and transitory shocks in VAR models 0 0 0 51 0 0 2 122
On the risk return relationship 0 0 0 24 0 2 10 132
SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS 0 0 0 66 0 0 12 174
Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities 0 0 0 4 0 2 9 32
System estimators of cointegrating matrix in absence of normalising information 0 0 0 7 0 1 8 68
Testing for cointegration: the effects of mis-specifying the lag length 0 0 0 2 0 1 9 35
The risk return relationship: Evidence from index returns and realised variances 0 0 1 2 1 1 14 37
Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions 0 0 0 60 0 3 10 208
Total Journal Articles 0 1 7 1,070 11 37 308 3,864

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Statistics updated 2026-10-11