Minxian Yang
Minxian Yang
School of Economics, UNSW Australia
Verified email at unsw.edu.au - Homepage
Title
Cited by
Cited by
Year
Asymmetric volatility in the foreign exchange markets
J Wang, M Yang
Journal of International Financial Markets, Institutions and Money 19 (4 …, 2009
792009
Some properties of vector autoregressive processes with Markov-switching coefficients
M Yang
Econometric Theory, 23-43, 2000
682000
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
642015
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
531994
On the size and power of system tests for cointegration
R Bewley, M Yang
Review of economics and statistics 80 (4), 675-679, 1998
491998
On the size and power of system tests for cointegration
R Bewley, M Yang
Review of economics and statistics 80 (4), 675-679, 1998
491998
Tests for cointegration based on canonical correlation analysis
R Bewley, M Yang
Journal of the American Statistical Association 90 (431), 990-996, 1995
451995
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
412011
On identifying structural VAR models via ARCH effects
G Milunovich, M Yang
Journal of time series econometrics 5 (2), 117-131, 2013
362013
Normal log-normal mixture, leptokurtosis and skewness
M Yang
Applied Economics Letters 15 (9), 737-742, 2008
322008
Moving average conditional heteroskedastic processes
M Yang, R Bewley
Economics Letters 49 (4), 367-372, 1995
251995
On cointegration tests for VAR models with drift
M Yang, R Bewley
Economics Letters 51 (1), 45-50, 1996
171996
How well does the weighted price contribution measure price discovery?
J Wang, M Yang
Journal of Economic Dynamics and Control 55, 113-129, 2015
162015
On identifying permanent and transitory shocks in VAR models
M Yang
Economics Letters 58 (2), 171-175, 1998
161998
Conditional volatility persistence
JX Wang, M Yang
Available at SSRN 3080693, 2018
152018
On the risk return relationship
J Wang, M Yang
Journal of Empirical Finance 21, 132-141, 2013
152013
Volatility feedback and risk premium in GARCH models with generalized hyperbolic distributions
M Yang
Studies in Nonlinear Dynamics & Econometrics 15 (3), 2011
142011
Lag length and mean break in stationary VAR models
M Yang
The Econometrics Journal 5 (2), 374-386, 2002
132002
Simultaneous equation systems with heteroskedasticity: Identification, estimation, and stock price elasticities
G Milunovich, M Yang
UNSW Australian School of Business Research Paper, 2013
6*2013
Closed-form likelihood function of Markov-switching models
M Yang
Economics Letters 70 (3), 319-326, 2001
52001
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