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Asset storability and hedging effectiveness in commodity futures markets

Yang, Jian; Awokuse, Titus O. - In: Applied economics letters 10 (2003) 8, pp. 487-491

Persistent link: https://www.econbiz.de/10001770585

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

Modeling stock volatility with trading information

Li, Huirong; Yang, Jian - 1999

Persistent link: https://www.econbiz.de/10001455778

Stochastic threshold models on interest rate

Li, Huirong; Yang, Jian - 1998

Persistent link: https://www.econbiz.de/10001455819

Semiparametric maximum likelihood estimation of GARCH models

Yang, Jian - 1998

Persistent link: https://www.econbiz.de/10001364106

Semiparametric maximum likehood estimation of nonlinear regression models and Monte Carlo evidence

Yang, Jian - 1997

Persistent link: https://www.econbiz.de/10001368386

Asset storability and price discovery in commodity futures markets : a new look

Yang, Jian; Bessler, David A.; Leatham, David J. - In: The journal of futures markets 21 (2001) 3, pp. 279-300

Persistent link: https://www.econbiz.de/10001556713

Fiscal deficits and mean reversion in real exchange rates

Gu, Jingping; Li, Qi; Yang, Jian - In: Economics letters 118 (2013) 2, pp. 300-303

Persistent link: https://www.econbiz.de/10009708914

Fiscal policy and asset markets : a semiparametric analysis

Jansen, Dennis W.; Li, Qi; Wang, Zijun; Yang, Jian - In: Journal of econometrics 147 (2008) 1, pp. 141-150

Persistent link: https://www.econbiz.de/10003783794

Asymmetric Correlation and Volatility Dynamics Among Stock, Bond, and Securitized Real Estate Markets

Yang, Jian - 2010

We apply a multivariate asymmetric generalized dynamic conditional correlation GARCH model to daily index returns of S&P500, US corporate bonds, and their real estate counterparts (REITs and CMBS) from 1999 to 2008. We document, for the first time, evidence for asymmetric volatilities and...

Persistent link: https://www.econbiz.de/10013139729