Minxian Yang

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Person:197093

Available identifiers

zbMath Open yang.minxianWikidataQ30084481 ScholiaQ30084481MaRDI QIDQ197093

List of research outcomes





PublicationDate of PublicationType
Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities2024-10-23Paper
Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions2023-03-13Paper
Normality of posterior distribution under misspecification and nonsmoothness, and Bayes factor for Davies' problem2022-05-31Paper
Inference in partially identified heteroskedastic simultaneous equations models2021-02-09Paper
The risk return relationship: evidence from index returns and realised variances2019-11-21Paper
Corrigendum to ``How well does the weighted price contribution measure price discovery?2018-08-13Paper
How well does the weighted price contribution measure price discovery?2018-08-13Paper
On identifying structural VAR models via ARCH effects2018-02-07Paper
Lag length and mean break in stationary VAR models2003-08-07Paper
Closed-form likelihood function of Markov-switching models.2001-08-20Paper
SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS2001-02-16Paper
On identifying permanent and transitory shocks in VAR models1998-08-13Paper
System estimators of cointegrating matrix in absence of normalising information1998-01-01Paper
Moving average conditional heteroskedastic processes1997-02-27Paper
On cointegration tests for VAR models with drift1997-02-27Paper
Tests for Cointegration Based on Canonical Correlation Analysis1996-11-11Paper
Comparison of Box-Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models1995-11-28Paper
https://portal.mardi4nfdi.de/entity/Q40251631993-02-18Paper

Research outcomes over time

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