Minxian Yang

Econometric Theory · 2000

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 2 researchers here, as inferred from the citation graph.

Whom Minxian Yang trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Robert F. Engle

Who trusts Minxian Yang overall

  1. Ari Abramson
  2. James D. Hamilton

Papers from Minxian Yang's perspective

Ordered by how strongly the researchers Minxian Yang trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Asymptotic theory for multivariate GARCH processes
  2. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
  3. Generalized autoregressive conditional heteroskedasticity
  4. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  5. A Closed-Form GARCH Option Valuation Model
  6. Econometric analysis of realized volatility and its use in estimating stochastic volatility models
  7. A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)?
  8. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  9. The Specification of Conditional Expectations
  10. Estimation of tail-related risk measures for heteroscedastic financial time series: an extreme value approach

Their papers