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Time-deformation modeling of stock returns directed by duration processes
Feng, Dingan; Song, Peter X.-K.; Wirjanto, Tony S. - In: Econometric reviews 34 (2015) 1/5, pp. 480-511
Persistent link: https://www.econbiz.de/10011373264
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Sustainable portfolio management under climate change
Fang, Mingyu; Tan, Ken Seng; Wirjanto, Tony S. - In: Journal of sustainable finance & investment 9 (2019) 1, pp. 45-67
Persistent link: https://www.econbiz.de/10012174982
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The return premiums to accruals quality
Bandyopadhyay, Sati P.; Huang, Alan Guoming; Sun, Kevin … - In: Review of quantitative finance and accounting 48 (2017) 1, pp. 83-115
Persistent link: https://www.econbiz.de/10011796597
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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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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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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
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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
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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
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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