Minxian Yang

Available identifiers

zbMath Open yang.minxianWikidataQ30084481 ScholiaQ30084481MaRDI QIDQ197093

List of research outcomes

Publication	Date of Publication	Type
Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities	2024-10-23	Paper
Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions	2023-03-13	Paper
Normality of posterior distribution under misspecification and nonsmoothness, and Bayes factor for Davies' problem	2022-05-31	Paper
Inference in partially identified heteroskedastic simultaneous equations models	2021-02-09	Paper
The risk return relationship: evidence from index returns and realised variances	2019-11-21	Paper
Corrigendum to ``How well does the weighted price contribution measure price discovery?	2018-08-13	Paper
How well does the weighted price contribution measure price discovery?	2018-08-13	Paper
On identifying structural VAR models via ARCH effects	2018-02-07	Paper
Lag length and mean break in stationary VAR models	2003-08-07	Paper
Closed-form likelihood function of Markov-switching models.	2001-08-20	Paper
SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS	2001-02-16	Paper
On identifying permanent and transitory shocks in VAR models	1998-08-13	Paper
System estimators of cointegrating matrix in absence of normalising information	1998-01-01	Paper
Moving average conditional heteroskedastic processes	1997-02-27	Paper
On cointegration tests for VAR models with drift	1997-02-27	Paper
Tests for Cointegration Based on Canonical Correlation Analysis	1996-11-11	Paper
Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models	1995-11-28	Paper
https://portal.mardi4nfdi.de/entity/Q4025163	1993-02-18	Paper

Research outcomes over time

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