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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
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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
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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 likelihood estimation of GARCH models
Yang, Jian - 1998
Persistent link: https://www.econbiz.de/10001364106
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Semiparametric maximum likehood estimation of nonlinear regression models and Monte Carlo evidence
Yang, Jian - 1997
Persistent link: https://www.econbiz.de/10001368386
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Structural change tests under regression misspecifications
Yang, Jian - In: Economics letters 70 (2001) 3, pp. 311-317
Persistent link: https://www.econbiz.de/10001549891
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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
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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