Welcome to my page!
I teach econometrics in the School of Economics at UNSW. My research areas are in time
series econometrics and financial econometrics.
I am interested in the techniques of estimation, hypothesis testing and forecasting with time series models, including linear models (such as VAR and cointegration) and non-linear models (such as Markov-switching models).
I am also interested in financial data analysis, including GARCH models, value-at-risk, realised volatilities, and price discovery.
Here is a list of my publications.
In terms of teaching, here is a list of subjects that I taught recently.
My working papers are on SSRN
Dr Minxian Yang
Senior Lecturer
School of
Economics
Email: m.yang@unsw.edu.au
University of New South Wales
Phone:
(02) 9385-3353
Syndey
2052
Facsimile: (02)
9313-6337
Australia
Office:
ASB452