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On asymptotically efficient estimation of conditional heteroskedasticity models
Wirjanto, Tony S. - 1992 - Rev. version
Persistent link: https://www.econbiz.de/10000898935
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Contrasting two approaches in real options valuation : contingent claims versus dynamic programming
Insley, Margaret; Wirjanto, Tony S. - 2008
Persistent link: https://www.econbiz.de/10003771169
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Asymmetric stochastic conditional duration model :a mixture of normals approach
Xu, Dinghai; Knight, John L.; Wirjanto, Tony S. - 2008
Persistent link: https://www.econbiz.de/10003975376
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An empirical characteristic function approach to VaR under a mixture of normal distribution with time-varying volatility
Xu, Dinghai; Wirjanto, Tony S. - 2008
Persistent link: https://www.econbiz.de/10003975377
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Extreme return-volume dependence in East-Asian stock markets : a Copula approach
Ning, Cathy Q.; Wirjanto, Tony S. - 2008
Persistent link: https://www.econbiz.de/10003975380
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Time-deformation modeling of stock returns directed by duration processes
Feng, Dingan; Song, Peter X.-K.; Wirjanto, Tony S. - 2008
Persistent link: https://www.econbiz.de/10003975386
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A simple model of the nominal term structure of interest rates
Choi, Youngsoo; Wirjanto, Tony S. - 2008
Persistent link: https://www.econbiz.de/10003975392
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Re-examining accounting conservatism : the importance of adjusting for firm heterogeneity
Huang, Alan Guoming; Tian, Yao; Wirjanto, Tony S. - 2008
Persistent link: https://www.econbiz.de/10003975400
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The applications of mixtures of normal distributions in empirical finance : a selected survey
Wirjanto, Tony S.; Xu, Dinghai - 2009
Persistent link: https://www.econbiz.de/10003975425
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Modeling asymmetric volatility clusters using Copulas and high frequency data
Ning, Cathy Q.; Xu, Dinghai; Wirjanto, Tony S. - 2010
Persistent link: https://www.econbiz.de/10003975430