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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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Inference about clustering and parametric assumptions in covariance matrix estimation
Packalen, Mikko; Wirjanto, Tony S. - 2010
Persistent link: https://www.econbiz.de/10009156142
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Risk function of Zellner's extended melo estimators and some Monte Carlo results
Ghosh, Sukesh K.; Wirjanto, Tony S. - In: Journal of quantitative economics : official journal of … 16 (2000) 2, pp. 1-18
Persistent link: https://www.econbiz.de/10001622462
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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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An empirical study of dynamic labor demand with integrated forcing processes
Amano, Robert A. - In: Journal of macroeconomics 19 (1997) 4, pp. 697-715
Persistent link: https://www.econbiz.de/10001229207