| Publication | Year | ||||||||
|---|---|---|---|---|---|---|---|---|---|
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The Risk Return Relationship: Evidence from Index Returns and Realised Variances Authors : Minxian YangJournal : SSRN Electronic Journal |
2019 | ||||||||
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The risk return relationship: Evidence from index returns and realised variances Authors : Minxian YangJournal : Journal of Economic Dynamics and Control Journal Reference count : 34 Volume : 107 Pages : 103732 |
2019 | ||||||||
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Effects of idiosyncratic shocks on macroeconomic time series Authors : Minxian YangJournal : Empirical Economics Journal Reference count : 23 Volume : 53 Pages : 1441-1461 |
2016 | ||||||||
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Effects of Idiosyncratic Shocks on Macroeconomic Time Series Authors : Minxian YangJournal : SSRN Electronic Journal |
2016 | ||||||||
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Binary Choice Model with Endogeneity: Identification via Heteroskedasticity Authors : Minxian YangJournal : SSRN Electronic Journal Journal Reference count : 15 |
2014 | ||||||||
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Binary Choice Model with Endogeneity: Identification via Heteroskedasticity Authors : Minxian YangJournal : SSRN Electronic Journal Journal Reference count : 15 |
2014 | ||||||||
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The Risk Return Relationship: Evidence from Index Return and Realised Variance Series Authors : Minxian YangJournal : SSRN Electronic Journal |
2014 | ||||||||
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The Risk Return Relationship: Evidence from Index Return and Realised Variance Series Authors : Minxian YangJournal : SSRN Electronic Journal |
2014 | ||||||||
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Authors :
Minxian Yang
Journal : Econometric Reviews Journal Reference count : 41 Volume : 33 Pages : 305-336 |
2013 | ||||||||
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On Large Sample Properties of Bayes Procedures: Misspecification, Non-Smoothness and Davies' Problem Authors : Minxian YangJournal : SSRN Electronic Journal Journal Reference count : 33 |
2010 | ||||||||
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Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions Authors : Minxian YangJournal : SSRN Electronic Journal Journal Reference count : 16 |
2010 | ||||||||
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Normal log-normal mixture, leptokurtosis and skewness Authors : Minxian YangJournal : Applied Economics Letters Journal Reference count : 7 Volume : 15 Pages : 737-742 |
2008 | ||||||||
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Nonlinear Time Series Analysis ‐ by Holdger Kantz and Thomas Schreiber Authors : Minxian YangJournal : Economic Record Volume : 84 Pages : 396-397 |
2008 | ||||||||
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Measuring Contemporaneous Correlation between Return Shock and Volatility Shock in an EGARCH Model Authors : Minxian YangJournal : SSRN Electronic Journal Journal Reference count : 21 |
2006 | ||||||||
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Lag length and mean break in stationary VAR models Authors : Minxian YangJournal : The Econometrics Journal Journal Reference count : 22 Volume : 5 Pages : 374-386 |
2002 | ||||||||
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Closed-form likelihood function of Markov-switching models Authors : Minxian YangJournal : Economics Letters Journal Reference count : 10 Volume : 70 Pages : 319-326 |
2001 | ||||||||
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SOME PROPERTIES OF VECTOR AUTOREGRESSIVE PROCESSES WITH MARKOV-SWITCHING COEFFICIENTS Authors : Minxian YangJournal : Econometric Theory Volume : 16 Pages : 23-43 |
2000 | ||||||||
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On identifying permanent and transitory shocks in VAR models Authors : Minxian YangJournal : Economics Letters Journal Reference count : 8 Volume : 58 Pages : 171-175 |
1998 | ||||||||
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System estimators of cointegrating matrix in absence of normalising information Authors : Minxian YangJournal : Journal of Econometrics Journal Reference count : 40 Volume : 85 Pages : 317-337 |
1998 | ||||||||
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Economic Growth and Risk in R&D Authors : Minxian YangJournal : SSRN Electronic Journal |
1995 | ||||||||