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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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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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"Good" and "bad" volatilities : a realized semivariance GARCH approach
Xu, Dinghai - In: Applied economics 56 (2024) 51, pp. 6391-6411
Persistent link: https://www.econbiz.de/10015073572
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Exploring consumption-based asset pricing model with stochastic-trend forcing processes
Wirjanto, Tony S. - In: Applied economics 36 (2004) 14, pp. 1591-1597
Persistent link: https://www.econbiz.de/10002157934
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An empirical investigation into the permanent income hypothesis : further evidence from the Canadian data
Wirjanto, Tony S. - In: Applied economics 28 (1996) 11, pp. 1451-1461
Persistent link: https://www.econbiz.de/10001210004