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Modeling Asymmetric Volatility...
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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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3
"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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4
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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5
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
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