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
University of New South Wales Phone: (02) 9385-3353
Syndey 2052 Facsimile: (02) 9313-6337
Australia Office: ASB452