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Minxian Yang
Minxian Yang
School of Economics, UNSW Australia
Verified email at unsw.edu.au - Homepage
Title
Cited by
Cited by
Year
On the size and power of system tests for cointegration
R Bewley, M Yang
Review of economics and statistics 80 (4), 675-679, 1998
2521998
On the size and power of system tests for cointegration
R Bewley, M Yang
Review of economics and statistics 80 (4), 675-679, 1998
2521998
Asymmetric volatility in the foreign exchange markets
J Wang, M Yang
Journal of International Financial Markets, Institutions and Money 19 (4 …, 2009
1072009
Endogenous crisis dating and contagion using smooth transition structural GARCH
M Dungey, G Milunovich, S Thorp, M Yang
Journal of Banking & Finance 58, 71-79, 2015
892015
Some properties of vector autoregressive processes with Markov-switching coefficients
M Yang
Econometric Theory 16 (1), 23-43, 2000
852000
Comparison of box—tiao and johansen canonical estimators of cointegrating vectors in vec (1) models
R Bewley, D Orden, M Yang, LA Fisher
Journal of Econometrics 64 (1-2), 3-27, 1994
621994
Tests for cointegration based on canonical correlation analysis
R Bewley, M Yang
Journal of the American Statistical Association 90 (431), 990-996, 1995
611995
Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets
J Wang, M Yang
Journal of Financial Markets 14 (1), 82-108, 2011
492011
On identifying structural VAR models via ARCH effects
G Milunovich, M Yang
Journal of time series econometrics 5 (2), 117-131, 2013
392013
Normal log-normal mixture, leptokurtosis and skewness
M Yang
Applied Economics Letters 15 (9), 737-742, 2008
392008
Conditional volatility persistence
JX Wang, M Yang
Available at SSRN 3080693, 2018
252018
Moving average conditional heteroskedastic processes
M Yang, R Bewley
Economics Letters 49 (4), 367-372, 1995
251995
How well does the weighted price contribution measure price discovery?
J Wang, M Yang
Journal of Economic Dynamics and Control 55, 113-129, 2015
222015
On the risk return relationship
J Wang, M Yang
Journal of Empirical Finance 21, 132-141, 2013
202013
On cointegration tests for VAR models with drift
M Yang, R Bewley
Economics Letters 51 (1), 45-50, 1996
201996
On identifying permanent and transitory shocks in VAR models
M Yang
Economics Letters 58 (2), 171-175, 1998
181998
Volatility feedback and risk premium in GARCH models with generalized hyperbolic distributions
M Yang
Studies in Nonlinear Dynamics & Econometrics 15 (3), 2011
172011
Lag length and mean break in stationary VAR models
M Yang
The Econometrics Journal 5 (2), 374-386, 2002
172002
Simultaneous equation systems with heteroscedasticity: identification, estimation, and stock price elasticities
G Milunovich, M Yang
Journal of Business & Economic Statistics 36 (2), 288-308, 2018
8*2018
Inference in partially identified heteroskedastic simultaneous equations models
H Lütkepohl, G Milunovich, M Yang
Journal of econometrics 218 (2), 317-345, 2020
72020
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