Minxian Yang

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Identifer

Contact

Affiliations

• UNSW Sydney / UNSW Business School / School of Economics
  • EDIRC entry
  • location:

Research profile

author of:

• Nonlinear Time Series Analysis ‐ by Holdger Kantz and Thomas Schreiber (RePEc:bla:ecorec:v:84:y:2008:i:266:p:396-397)
  by Minxian Yang
• Commodity Price, Carry Trade, and the Volatility and Liquidity of Asian Currencies (RePEc:bla:worlde:v:37:y:2014:i:6:p:811-833)
  by Maria Socorro Gochoco-Bautista & Jianxin Wang & Minxian Yang
• On Identifying Structural VAR Models via ARCH Effects (RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:117-131:n:5)
  by Milunovich George & Yang Minxian
• Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions (RePEc:bpj:sndecm:v:15:y:2011:i:3:n:6)
  by Yang Minxian
• Some Properties Of Vector Autoregressive Processes With Markov-Switching Coefficients (RePEc:cup:etheor:v:16:y:2000:i:01:p:23-43_16)
  by Yang, Minxian
• Inference in Partially Identified Heteroskedastic Simultaneous Equations Models (RePEc:diw:diwwpp:dp1632)
  by Helmut Lütkepohl & George Milunivich & Minxian Yang
• Normal Log-normal Mixture: Leptokurtosis, Skewness and Applications (RePEc:ecm:ausm04:186)
  by Minxian Yang
• Lag length and mean break in stationary VAR models (RePEc:ect:emjrnl:v:5:y:2002:i:2:p:374-387)
  by Minxian Yang
• The risk return relationship: Evidence from index returns and realised variances (RePEc:eee:dyncon:v:107:y:2019:i:c:5)
  by Yang, Minxian
• How well does the weighted price contribution measure price discovery? (RePEc:eee:dyncon:v:55:y:2015:i:c:p:113-129)
  by Wang, Jianxin & Yang, Minxian
• Moving average conditional heteroskedastic processes (RePEc:eee:ecolet:v:49:y:1995:i:4:p:367-372)
  by Yang, Minxian & Bewley, Ronald
• On cointegration tests for VAR models with drift (RePEc:eee:ecolet:v:51:y:1996:i:1:p:45-50)
  by Yang, Minxian & Bewley, Ronald
• On identifying permanent and transitory shocks in VAR models (RePEc:eee:ecolet:v:58:y:1998:i:2:p:171-175)
  by Yang, Minxian
• Closed-form likelihood function of Markov-switching models (RePEc:eee:ecolet:v:70:y:2001:i:3:p:319-326)
  by Yang, Minxian
• Inference in partially identified heteroskedastic simultaneous equations models (RePEc:eee:econom:v:218:y:2020:i:2:p:317-345)
  by Lütkepohl, Helmut & Milunovich, George & Yang, Minxian
• Comparison of Box--Tiao and Johansen canonical estimators of cointegrating vectors in VEC(1) models (RePEc:eee:econom:v:64:y:1994:i:1-2:p:3-27)
  by Bewley, Ronald & Orden, David & Yang, Minxian & Fisher, Lance A.
• System estimators of cointegrating matrix in absence of normalising information (RePEc:eee:econom:v:85:y:1998:i:2:p:317-337)
  by Minxian, Yang
• On the risk return relationship (RePEc:eee:empfin:v:21:y:2013:i:c:p:132-141)
  by Wang, Jianxin & Yang, Minxian
• Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets (RePEc:eee:finmar:v:14:y:2011:i:1:p:82-108)
  by Wang, Jianxin & Yang, Minxian
• Asymmetric volatility in the foreign exchange markets (RePEc:eee:intfin:v:19:y:2009:i:4:p:597-615)
  by Wang, Jianxin & Yang, Minxian
• Endogenous crisis dating and contagion using smooth transition structural GARCH (RePEc:eee:jbfina:v:58:y:2015:i:c:p:71-79)
  by Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian
• Testing for cointegration: the effects of mis-specifying the lag length (RePEc:eee:matcom:v:39:y:1995:i:3:p:251-255)
  by Bewley, Ronald & Yang, Minxian
• Moving Average Conditional Heterscedastic Processes (RePEc:fth:nesowa:92-23)
  by Yang, M. & Bewley, R.
• Testing for Cointegration within the Box-Tiao Procedure (RePEc:fth:nesowa:93-12)
  by Bewley, R. & Yang, M.
• Testing for Cointegration: The Effects of Mis-Specifying the Lag Length (RePEc:fth:nesowa:93-18)
  by Bewley, R. & Yang, M.
• On Identifying Permanent and Transitory Shocks in VAR Models (RePEc:fth:nesowa:95-5)
  by Yang, M.
• Econopmic growth and Risk in R&D (RePEc:fth:nesowa:95/24)
  by Yang, M.
• On Cointegration Test for VAR Models with Drift (RePEc:fth:nesowa:95/32)
  by Yang, M. & Bewley, R.
• On the Size and Power of System Tests for Cointegration (RePEc:fth:nesowa:96/9)
  by Bewley, R. & Yang, M.
• A hybrid forecasting approach for piece-wise stationary time series (RePEc:jof:jforec:v:25:y:2006:i:7:p:513-527)
  by Ronald Bewley & Minxian Yang
• Effects of idiosyncratic shocks on macroeconomic time series (RePEc:spr:empeco:v:53:y:2017:i:4:d:10.1007_s00181-016-1184-3)
  by Minxian Yang
• On the Risk Return Relationship (RePEc:swe:wpaper:2012-31)
  by Jianxin Wang & Minxian Yang
• The Risk Return Relationship: Evidence from Index Return and Realised Variance Series (RePEc:swe:wpaper:2014-16)
  by Minxian Yang
• Binary Choice Model with Endogeneity: Identification via Heteroskedasticity (RePEc:swe:wpaper:2014-34)
  by Minxian Yang
• Inference in Partially Identified Heteroskedastic Simultaneous Equations Models (RePEc:swe:wpaper:2016-19)
  by Helmut Lutkepohl & George Milunovich & Minxian Yang
• Normal log-normal mixture, leptokurtosis and skewness (RePEc:taf:apeclt:v:15:y:2008:i:9:p:737-742)
  by Minxian Yang
• Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem (RePEc:taf:emetrv:v:33:y:2014:i:1-4:p:305-336)
  by Minxian Yang
• Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities (RePEc:taf:jnlbes:v:36:y:2018:i:2:p:288-308)
  by George Milunovich & Minxian Yang
• Book Reviews (RePEc:taf:rjapxx:v:5:y:2000:i:1-2:p:161-168)
  by Minxian Yang & Anthony Housego & Harun er Rashid & Koji Taira
• Endogenous crisis dating and contagion using smooth transition structural GARCH (RePEc:tas:wpaper:15030)
  by Dungey, Mardi & Milunovich, George & Thorp, Susan & Yang, Minxian
• On The Size And Power Of System Tests For Cointegration (RePEc:tpr:restat:v:80:y:1998:i:4:p:675-679)
  by Ronald Bewley & Minxian Yang
• Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH (RePEc:uts:rpaper:312)
  by Mardi Dungey & George Milunovich & Susan Thorp & Minxian Yang