Zhenlin Yang

Singapore Management University

Professor

School of Economics

90 Stamford Road

Singapore, 178903

Singapore

http://www.mysmu.edu/faculty/zlyang/

SCHOLARLY PAPERS

5

DOWNLOADS

564

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (5)

1.

A Class of Nonlinear Stochastic Volatility Models

Univ. of Auckland, Economics Working Paper No. 229
Number of pages: 33 Posted: 04 May 2002
Jun Yu and Zhenlin Yang
Singapore Management University and Singapore Management University
Downloads 313 (122,431)

Abstract:

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Box-Cox Transformation, GARCH, EMM, Stochastic Volatility

2.

The General Dominance of Lottery Over Waiting-Line Auction

Singapore Management U, Economics and Social Sciences Working Paper No. 16-2002
Number of pages: 35 Posted: 21 Jan 2003
Winston T.H. Koh, Zhenlin Yang and Li Jing Zhu
Singapore Management University - School of Social Sciences, Singapore Management University and Hong Kong University of Science & Technology (HKUST) - Department of Economics
Downloads 149 (245,836)

Abstract:

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Lottery, Non-price allocation, Rent-seeking, Waiting-line auction

3.

A Study of Price Evolution in Online Toy Market

Economics: The Open-Access, Open-Assessment E-Journal, Vol. 4, 2010-28
Number of pages: 31 Posted: 02 Feb 2011
Singapore Management University, University of North Carolina at PembrokeMedical Tourism Research Center and National Policy Lab, China Center for Economic Research, National School of Development
Downloads 76 (389,197)

Abstract:

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E-commerce, online pricing strategies, online toy market, price dispersion, pricing trends

4.

A Study of Pricing Evolution in the Online Toy Market

Economics Discussion Paper No. 2008-19
Number of pages: 24 Posted: 13 Dec 2010
Singapore Management University, University of North Carolina at PembrokeMedical Tourism Research Center and National Policy Lab, China Center for Economic Research, National School of Development
Downloads 24 (613,991)

Abstract:

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E-commerce, online pricing strategies, online toy market, price dispersion, pricing trends

5.

Diagnostic Tests for Homoskedasticity in Spatial Cross-Sectional or Panel Models

IZA Discussion Paper No. 13803
Number of pages: 42 Posted: 27 Oct 2020
Badi H. Baltagi, Alain Pirotte and Zhenlin Yang
Syracuse University - Maxwell School of Citizenship and Public Affairs, ERMES (CNRS), Université Panthéon-Assas Paris II and Singapore Management University
Downloads 2 (792,654)

Abstract:

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adjusted quasi-scores, fixed effects, heteroskedasticity, incidental parameters, martingale difference, non-normality, short dynamic panels, spatial effects