Yang, Yaxing

Assistant Professor




Biography Research Papers Research Projects

Research interests:

Financial Econometrics,
Nonlinear time series analysis.
Ph.D. in Statistics, Hong Kong University of Science and Technology, 2016.
M.Phil. in Probability and Mathematical Statistics, Hainan Normal University, China, 2012.
B.S. in Mathematics, Hainan Normal University, China, 2009.

 1. Yang, Y.X. and Ling, S. (2015). Inference for heavy-tailed and multiple-threshold

double autoregressive models. Journal of Business & Economic Statistics.
2. Tai, M.T., Yang, Y. and Ling, S. (2016) Diagnostic checking of partially
nonstationary multivariaten AR and ARMA models. To appear in
McLeod Festscrift volume, Publisher-Springer.
3.Yang, Y.X. and Ling, S. (2015). Self-weighted LAD-based inference for heavy-tailed
threshold autoregressive models."  submitted.