//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Measuring Contemporaneous Corr...
Similar by person
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
27
Theory
27
Time series analysis
25
Zeitreihenanalyse
25
Estimation theory
24
Schätztheorie
24
Volatility
16
Volatilität
16
ARCH model
14
ARCH-Modell
14
Risk premium
10
Estimation
9
Japan
9
Schätzung
9
Canada
8
Großbritannien
8
Kanada
8
Risikoprämie
8
United Kingdom
8
Capital income
7
Deutschland
7
France
7
Frankreich
7
Germany
7
Kapitaleinkommen
7
VAR model
7
VAR-Modell
7
Börsenkurs
6
Schock
6
Share price
6
Shock
6
Heteroscedasticity
5
Heteroskedastizität
5
Mehrgleichungsmodell
5
Multiple equation model
5
Statistical theory
5
Statistische Methodenlehre
5
Welt
5
World
5
Aktienindex
4
more ...
less ...
Online availability
All
Free
37
Undetermined
22
Type of publication
All
Book / Working Paper
52
Article
51
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Working Paper
15
Arbeitspapier
14
Graue Literatur
14
Non-commercial literature
14
Language
All
English
69
Undetermined
34
Author
All
Yang, Minxian
103
Milunovich, George
17
Bewley, Ronald
11
Bewley, Ronald A.
9
Wang, Jianxin
9
Wang, Jian-Xin
7
Thorp, Susan
6
Wang, Jian-xin
6
Lütkepohl, Helmut
5
Dungey, Mardi H.
4
Dungey, Mardi
2
Fisher, Lance A.
1
Gochoco-Bautista, Maria Socorro
1
Gochoco‐Bautista, Maria Socorro
1
Luetkepohl, Helmut
1
Orden, David
1
Socorro Gochoco-Bautista, Maria
1
Wan, Alan T.
1
Wan, Alan T. K.
1
Zhang, Qi
1
more ...
less ...
Institution
All
School of Economics, UNSW Business School
3
Econometric Society
1
Finance Discipline Group, Business School
1
School of Economics and Finance, Tasmanian School of Business and Economics
1
Published in...
All
Discussion paper / School of Economics, The University of New South Wales
15
Economics letters
6
Economics Letters
4
Australian School of Business working paper : Australian School of Business research paper
3
Discussion Papers / School of Economics, UNSW Business School
3
Journal of international financial markets, institutions & money
3
The review of economics and statistics
3
UNSW Australian School of Business Research Paper
3
Econometric theory
2
Journal of econometrics
2
Journal of economic dynamics & control
2
Journal of empirical finance
2
Journal of forecasting
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
UNSW Business School Research Paper
2
UNSW Business School Research Paper Forthcoming
2
Applied Economics Letters
1
Applied economics letters
1
DIW Berlin Discussion Paper
1
DIW Discussion Papers
1
Discussion paper / UTAS, School of Economics and Finance
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Econometric Reviews
1
Econometric Society 2004 Australasian Meetings
1
Econometric Theory
1
Econometric reviews
1
Econometrics Journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of Econometrics
1
Journal of Empirical Finance
1
Journal of Financial Markets
1
Journal of Forecasting
1
Journal of International Financial Markets, Institutions and Money
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial markets
1
Journal of the American Statistical Association : JASA
1
Journal of time series econometrics
1
Mathematics and Computers in Simulation (MATCOM)
1
Research Paper Series / Finance Discipline Group, Business School
1
more ...
less ...
Source
All
ECONIS (ZBW)
68
RePEc
22
OLC EcoSci
12
EconStor
1
Showing
11
-
20
of
103
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
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
Saved in:
12
The risk return relationship : evidence from index return and realised variance series
Yang, Minxian
-
2014
Persistent link: https://www.econbiz.de/10010349309
Saved in:
13
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
Saved in:
14
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
Saved in:
15
The risk return relationship : evidence from index returns and realised variances
Yang, Minxian
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012312640
Saved in:
16
Binary choice model with endogeneity : identification via heteroskedasticity
Yang, Minxian
-
2014
Persistent link: https://www.econbiz.de/10011343153
Saved in:
17
On the use of the F ratio in a mis-specified model with an interval restriction
Wan, Alan T. K.
;
Yang, Minxian
-
1994
Persistent link: https://www.econbiz.de/10000900296
Saved in:
18
Testing for cointegration : the effects of mis-specifying the lag length
Bewley, Ronald A.
;
Yang, Minxian
-
1993
Persistent link: https://www.econbiz.de/10000876051
Saved in:
19
On the size and power of system tests for cointegration
Bewley, Ronald A.
;
Yang, Minxian
-
1996
Persistent link: https://www.econbiz.de/10000935968
Saved in:
20
Moving average conditional heteroscedastic processes
Yang, Minxian
;
Bewley, Ronald A.
-
1992
Persistent link: https://www.econbiz.de/10000840782
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->