Minxian Yang

Available identifiers

zbMath Open yang.minxianWikidataQ30084481 ScholiaQ30084481MaRDI QIDQ197093

List of research outcomes

Publication	Date of Publication	Type
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
On cointegration tests for VAR models with drift	1997-02-27	Paper
Moving average conditional heteroskedastic processes	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

Doctoral students

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Known relations from the MaRDI Knowledge Graph

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