Similar Search Results - EconBiz

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

Time-Deformation Modeling of Stock Returns Directed by Duration Processes

Feng, Dingan - 2013

This paper proposes a new time-deformation model for stock returns sampled in transaction time and directed by a generalized duration process. Stochastic volatility in this model is driven by an observed duration process and a latent autoregressive process. Parameter estimation in the model is...

Persistent link: https://www.econbiz.de/10013084127

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

Aggregate consumption behaviour with time-nonseparable preferences and liquidity constraints

Wirjanto, Tony S. - In: Applied financial economics 7 (1997) 1, pp. 107-114

Persistent link: https://www.econbiz.de/10001219229

Aggregate consumption behaviour and liquidity constraints : the Canadian evidence

Wirjanto, Tony S. - In: The Canadian journal of economics 28 (1995) 4, pp. 1135-1152

Persistent link: https://www.econbiz.de/10001196491

Does more mean less? : The male, female wage gap and the proportion of females at the establishment level

Reilly, Kevin T.; Wirjanto, Tony S. - 1998

Persistent link: https://www.econbiz.de/10000651142

Testing the permanent-income hypothesis : new evidence from West-German states (Länder)

DeJuan, Joseph P.; Seater, John J.; Wirjanto, Tony S. - In: Empirical economics : a journal of the Institute for … 31 (2006) 3, pp. 613-629

Persistent link: https://www.econbiz.de/10003352679

Testing the stochastic implications of the permanent income hypothesis using Canadian provincial data

DeJuan, Joseph P.; Seater, John J.; Wirjanto, Tony S. - In: Oxford bulletin of economics and statistics 72 (2010) 1, pp. 89-108

Persistent link: https://www.econbiz.de/10003945140

Bayesian analysis of asymmetric stochastic conditional duration model

Men, Zhongxian; Kolkiewicz, Adam W.; Wirjanto, Tony S. - In: Journal of forecasting 34 (2015) 1, pp. 36-56

Persistent link: https://www.econbiz.de/10011305352

Estimating the impacts of cigarette taxes on youth smoking participation, initiation, and persistence : empirical evidence from Canada

Sen, Anindya; Wirjanto, Tony S. - In: Health economics 19 (2010) 11, pp. 1264-1280

Persistent link: https://www.econbiz.de/10008758905

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