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Modeling stock volatility with trading information
Li, Huirong; Yang, Jian - 1999
Persistent link: https://www.econbiz.de/10001455778
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Stochastic threshold models on interest rate
Li, Huirong; Yang, Jian - 1998
Persistent link: https://www.econbiz.de/10001455819
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Semiparametric Maximum Lickelihood Estimation of GARCH Models
Yang, Jian - University of Western Ontario, Department of Economics - 1998
We consider a semiparametric GARCH model where the functional form for the conditional density of the errors is unknown. Adaptive conditions of the parameters are examined. Semiparametric Maximum Likelihood (SML) estimators are constructed by maximizing the nonparametric pseudo log-likelihood...
Persistent link: https://www.econbiz.de/10005812617
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The impact of directors' and officers' liability insurance on firm’s investment efficiency : evidence from China
Li, Weiping; Li, Huirong; Sun, Xuan Sean; Huang, Tairan … - In: Pacific accounting review 35 (2023) 4, pp. 670-697
Persistent link: https://www.econbiz.de/10014429781
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Market segmentation and information asymmetry in Chinese stock markets : a VAR analysis
Yang, Jian - In: The financial review : the official publication of the … 38 (2003) 4, pp. 591-609
Persistent link: https://www.econbiz.de/10001813240
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Government policy and price comovements in commodity futures markets
Yang, Jian - In: American business review 22 (2004) 1, pp. 1-10
Persistent link: https://www.econbiz.de/10001968593
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International bond market linkages : a structural VAR analysis
Yang, Jian - In: Journal of international financial markets, … 15 (2005) 1, pp. 39-54
Persistent link: https://www.econbiz.de/10002389427
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Government bond market linkages : evidence from Europe
Yang, Jian - In: Applied financial economics 15 (2005) 9, pp. 599-610
Persistent link: https://www.econbiz.de/10002954789
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Information transmission between Eurocurrency and domestic interest rates : evidence from the UK
Yang, Jian - In: Applied financial economics 16 (2006) 9, pp. 675-685
Persistent link: https://www.econbiz.de/10003334979
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Infeasibility resolution based on goal programming
Yang, Jian - In: Computers & operations research : and their … 35 (2008) 5, pp. 1483-1493
Persistent link: https://www.econbiz.de/10003670699