//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Modeling Asymmetric Volatility...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
52
Theory
52
Volatility
36
Volatilität
36
Estimation
27
Schätzung
27
Capital income
23
Kapitaleinkommen
23
Canada
20
Kanada
20
ARCH model
19
ARCH-Modell
19
Stochastic process
18
Stochastischer Prozess
18
Multivariate Verteilung
16
Multivariate distribution
16
Aktienmarkt
14
Einkommenshypothese
14
Income hypothesis
14
Stock market
14
Time series analysis
13
Zeitreihenanalyse
13
Börsenkurs
11
Estimation theory
11
Risikomaß
11
Risk measure
11
Schätztheorie
11
Share price
11
Dauer
10
Duration
10
Financial market
10
Finanzmarkt
10
Statistical distribution
10
Statistische Verteilung
10
USA
10
United States
10
Monte Carlo simulation
9
Monte-Carlo-Simulation
9
Welt
9
World
9
more ...
less ...
Online availability
All
Free
34
Undetermined
21
Type of publication
All
Article
76
Book / Working Paper
55
Type of publication (narrower categories)
All
Article in journal
77
Aufsatz in Zeitschrift
77
Arbeitspapier
36
Working Paper
36
Graue Literatur
33
Non-commercial literature
33
Aufsatzsammlung
1
more ...
less ...
Language
All
English
131
Author
All
Wirjanto, Tony S.
99
Xu, Dinghai
39
Ning, Cathy Q.
18
Amano, Robert A.
13
Knight, John L.
6
Kolkiewicz, Adam W.
6
Men, Zhongxian
6
DeJuan, Joseph P.
5
Ning, Cathy
5
Reilly, Kevin Towns
4
Seater, John J.
4
Tan, Ken Seng
4
Wang, Donghua
4
Huang, Alan Guoming
3
Insley, Margaret
3
Ji, Jingru
3
Lim, Jee Hae
3
Ponrajah, Jeremey
3
Stratopoulos, Theophanis C.
3
Tian, Yao
3
Wang, Tan
3
Weng, Chengguo
3
Chaussé, Pierre
2
Choi, Youngsoo
2
Fang, Mingyu
2
Feng, Dingan
2
Knight, John
2
Li, Yuying
2
Michelis, Leo
2
Otto, Glenn D.
2
Rice, Gregory
2
Song, Peter X.-K.
2
Yousefi, Ayoub
2
Zhao, Yuqian
2
Ahmed, Shamim
1
Andrews, Doug
1
Bae, Kee-hong
1
Bandyopadhyay, Sati P.
1
Cao, Haoming
1
Chen, Shan
1
more ...
less ...
Institution
All
University of Waterloo / Department of Economics
7
Published in...
All
Waterloo economic series : working paper
27
Working papers / Ryerson University, Department of Economics
8
Applied economics
5
Working paper / Bank of Canada
5
Finance research letters
4
The Canadian journal of economics
4
Econometric reviews
3
Energy economics
3
Journal of forecasting
3
North American actuarial journal : NAAJ ; leading the way with original research and innovative applications for actuarial science
3
Annals of economics and finance
2
Discussion paper / Institute for Economic Research, Queen's University
2
Economics letters
2
International journal of financial engineering
2
Journal of international money and finance
2
Journal of management information systems : JMIS
2
Journal of risk and financial management : JRFM
2
Journal of risk management in financial institutions
2
Quantitative finance and economics
2
Annals of financial economics
1
Applied financial economics
1
Canadian public policy : a journal for the discussion of social and economic policy in Canada
1
China economic review : an international journal
1
Discussion paper
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Frontiers of economics in China : selected publications from Chinese universities
1
Health economics
1
International journal of accounting information systems
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of economics and finance
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
94
OLC EcoSci
9
Other ZBW resources
4
Showing
1
-
10
of
131
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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
Saved in:
3
Is volatility clustering of asset returns asymmetric?
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
- In:
Journal of banking & finance
52
(
2015
),
pp. 62-76
Persistent link: https://www.econbiz.de/10011377303
Saved in:
4
Is volatility clustering of asset returns asymmetric?
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
-
2014
Persistent link: https://www.econbiz.de/10011382186
Saved in:
5
Modeling asymmetric volatility clusters using copulas and high frequency data
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
-
2009
Persistent link: https://www.econbiz.de/10008758211
Saved in:
6
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
Saved in:
7
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
Saved in:
8
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
Saved in:
9
An empirical characteristic function approach to VaR under a mixture-of-normal distribution with time-varying volatility
Xu, Dinghai
;
Wirjanto, Tony S.
- In:
The journal of derivatives : the official publication …
18
(
2010
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10008655519
Saved in:
10
Asymmetric stochastic conditional duration model a mixture of normal approach
Xu, Dinghai
;
Knight, John L.
;
Wirjanto, Tony S.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
3
,
pp. 469-488
Persistent link: https://www.econbiz.de/10009407860
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->