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~isPartOf:"Applied economics"
~isPartOf:"Journal of empirical finance"
~person:"Xu, Dinghai"
~subject:"Share price"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Conference paper"
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Xu, Dinghai
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Applied economics
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ECONIS (ZBW)
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Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
2
Combining a self-exciting point process with the truncated generalized Pareto distribution : an extreme risk analysis under price limits
Ji, Jingru
;
Wang, Donghua
;
Xu, Dinghai
;
Xu, Chi
- In:
Journal of empirical finance
57
(
2020
),
pp. 52-70
Persistent link: https://www.econbiz.de/10012430436
Saved in:
3
Modelling asset returns under price limits with mixture of truncated Gaussian distribution
Xu, Dinghai
- In:
Applied economics
52
(
2020
)
52
,
pp. 5706-5725
Persistent link: https://www.econbiz.de/10012307930
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