The risk return relationship: Evidence from index returns and realised variances von Yang, Minxian

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Effects of idiosyncratic shocks on macroeconomic time series von Yang, Minxian

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Simultaneous Equation Systems With Heteroscedasticity: Identification, Estimation, and Stock Price Elasticities von Milunovich, George, Yang, Minxian

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Anti-predator Fan-blowing in Guard Bees, Apis mellifera capensis Esch von Yang, Minxian, Radloff, Sarah, Tan, Ken, Hepburn, Randall

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Inference in partially identified heteroskedastic simultaneous equations models von Lütkepohl, Helmut, Milunovich, George, Yang, Minxian

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Normality of Posterior Distribution Under Misspecification and Nonsmoothness, and Bayes Factor for Davies' Problem von Yang, Minxian

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Corrigendum to ‘How well does the weighted price contribution measure price discovery?’ [J. Econ. Dyn. Control 55 (2015) 113–129] von Wang, Jianxin, Yang, Minxian

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Endogenous crisis dating and contagion using smooth transition structural GARCH von Dungey, Mardi, Milunovich, George, Thorp, Susan, Yang, Minxian

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Principles of constructing the structure and determining the main parameters of the electromechanical drive wheel drive module von Dobretsov, Roman, Li, Haoran, Yang, Minxian, Karnaukhov, Andrey, Zagidullin, Ramil, Sabitov, Linar

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How well does the weighted price contribution measure price discovery? von Wang, Jianxin, Yang, Minxian

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Normal log-normal mixture, leptokurtosis and skewness von Yang, Minxian

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Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions von Yang, Minxian

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On Identifying Structural VAR Models via ARCH Effects von Milunovich, George, Yang, Minxian

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On the risk return relationship von Wang, Jianxin, Yang, Minxian

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Housewives of Tokyo versus the gnomes of Zurich: Measuring price discovery in sequential markets von Wang, Jianxin, Yang, Minxian

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Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions von Yang, Minxian

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Volatility Feedback and Risk Premium in GARCH Models with Generalized Hyperbolic Distributions von Yang, Minxian

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Asymmetric volatility in the foreign exchange markets von Wang, Jianxin, Yang, Minxian

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Commodity Price, Carry Trade, and the Volatility and Liquidity of A sian Currencies von Gochoco‐Bautista, Maria Socorro, Wang, Jianxin, Yang, Minxian

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System estimators of cointegrating matrix in absence of normalising information von Yang, Minxian

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