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Normal log-normal mixture, leptokurtosis and skewness
Yang, Minxian - In: Applied economics letters 15 (2008) 7/9, pp. 737-742
Persistent link: https://www.econbiz.de/10003741693
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Volatility feedback and risk premium in GARCH models with generalized hyperbolic distributions
Yang, Minxian - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 15 (2011) 3, pp. 1-19
Persistent link: https://www.econbiz.de/10009521860
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Binary choice model with endogeneity : identification via heteroskedasticity
Yang, Minxian - 2014
Persistent link: https://www.econbiz.de/10011343153
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Normality of posterior distribution under misspecification and nonsmoothness, and Bayes factor for Davies' problem
Yang, Minxian - In: Econometric reviews 33 (2014) 1/4, pp. 305-336
Persistent link: https://www.econbiz.de/10010360511
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The risk return relationship : evidence from index return and realised variance series
Yang, Minxian - 2014
Persistent link: https://www.econbiz.de/10010349309
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Lag length and mean break in stationery VAR models
Yang, Minxian - In: The econometrics journal 5 (2002) 2, pp. 374-386
Persistent link: https://www.econbiz.de/10001713304
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Closed-form likelihood function of Markov-switching models
Yang, Minxian - In: Economics letters 70 (2001) 3, pp. 319-326
Persistent link: https://www.econbiz.de/10001549898
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On identifying permanent and transitory shocks in VAR models
Yang, Minxian - In: Economics letters 58 (1998) 2, pp. 171-175
Persistent link: https://www.econbiz.de/10001235587
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System estimators of cointegrating matrix in absence of normalising information
Yang, Minxian - In: Journal of econometrics 85 (1998) 2, pp. 317-337
Persistent link: https://www.econbiz.de/10001240188
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Some properties of vector autoregressive processes with Markov-switching coefficients
Yang, Minxian - 1997
Persistent link: https://www.econbiz.de/10000970017