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Finance research letters
Waterloo economic series : working paper
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ECONIS (ZBW)
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Modeling the leverage effect with copulas and realized volatility
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
- In:
Finance research letters
5
(
2008
)
4
,
pp. 221-227
Persistent link: https://www.econbiz.de/10003786354
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2
Extreme returnvolume dependence in East-Asian stock markets : a copula approach
Ning, Cathy Q.
;
Wirjanto, Tony S.
- In:
Finance research letters
6
(
2009
)
4
,
pp. 202-209
Persistent link: https://www.econbiz.de/10003934162
Saved in:
3
Empirical tests of the float-adjusted return model
Zhang, Feng
;
Tian, Yao
;
Wirjanto, Tony S.
- In:
Finance research letters
6
(
2009
)
4
,
pp. 219-229
Persistent link: https://www.econbiz.de/10003934166
Saved in:
4
An analytic approximation formula for pricing zero-coupon bonds
Choi, Youngsoo
;
Wirjanto, Tony S.
- In:
Finance research letters
4
(
2007
)
2
,
pp. 116-126
Persistent link: https://www.econbiz.de/10003477217
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