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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
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2
Forecasting value at risk with intra-day return curves
Rice, Gregory
;
Wirjanto, Tony S.
;
Zhao, Yuqian
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1023-1038
Persistent link: https://www.econbiz.de/10012497181
Saved in:
3
Sustainable portfolio management under climate change
Fang, Mingyu
;
Tan, Ken Seng
;
Wirjanto, Tony S.
- In:
Journal of sustainable finance & investment
9
(
2019
)
1
,
pp. 45-67
Persistent link: https://www.econbiz.de/10012174982
Saved in:
4
Demography and inflation : an international study
Andrews, Doug
;
Oberoi, Jaideep
;
Wirjanto, Tony S.
; …
- In:
North American actuarial journal
22
(
2018
)
2
,
pp. 210-222
Persistent link: https://www.econbiz.de/10012268013
Saved in:
5
Advances in predictive analytics
Tan, Ken Seng
;
Weng, Chengguo
;
Wirjanto, Tony S.
- In:
North American actuarial journal : NAAJ ; leading the …
24
(
2020
)
2
,
pp. 165-167
Persistent link: https://www.econbiz.de/10012258443
Saved in:
6
Predictive analytics
Tan, Ken Seng
(
ed.
);
Weng, Chengguo
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012258465
Saved in:
7
Bayesian analysis of a threshold stochastic volatility model
Wirjanto, Tony S.
;
Kolkiewicz, Adam W.
;
Men, Zhongxian
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 462-476
Persistent link: https://www.econbiz.de/10011580989
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8
A multiscale stochastic conditional duration model
Men, Zhongxian
;
Wirjanto, Tony S.
;
Kolkiewicz, Adam W.
- In:
Annals of financial economics
11
(
2016
)
4
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011686872
Saved in:
9
Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.
;
Zhu, Anyi
- In:
International journal of financial engineering
5
(
2018
)
1
,
pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
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10
The return premiums to accruals quality
Bandyopadhyay, Sati P.
;
Huang, Alan Guoming
;
Sun, Kevin …
- In:
Review of quantitative finance and accounting
48
(
2017
)
1
,
pp. 83-115
Persistent link: https://www.econbiz.de/10011796597
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