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
~subject:"Share price"
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
Share price
Theorie
52
Theory
52
Volatility
36
Volatilität
36
Estimation
27
Schätzung
27
Capital income
23
Kapitaleinkommen
23
Canada
21
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
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
Undetermined
6
Free
3
Type of publication
All
Article
8
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
11
Author
All
Wirjanto, Tony S.
5
Xu, Dinghai
5
Feng, Dingan
2
Ning, Cathy Q.
2
Song, Peter X.-K.
2
Wang, Donghua
2
Bandyopadhyay, Sati P.
1
Chu, Guoqing
1
Ding, Jin
1
Huang, Alan Guoming
1
Ji, Jingru
1
Michelis, Leo
1
Rice, Gregory
1
Sun, Kevin Jialin
1
Xu, Chi
1
Zhao, Yuqian
1
more ...
less ...
Published in...
All
Applied economics
2
Waterloo economic series : working paper
2
Econometric reviews
1
International journal of forecasting
1
International review of economics & finance : IREF
1
Journal of empirical finance
1
Review of quantitative finance and accounting
1
The Canadian journal of economics
1
Working papers / Ryerson University, Department of Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
2
Modelling asset returns under price limits with mixture of truncated Gaussian distribution
Xu, Dinghai
- In:
Applied economics
52
(
2020
)
52
,
pp. 5706-5725
Persistent link: https://www.econbiz.de/10012307930
Saved in:
3
Canadian stock market volatility under COVID-19
Xu, Dinghai
-
2020
Persistent link: https://www.econbiz.de/10012211693
Saved in:
4
Canadian stock market volatility under COVID-19
Xu, Dinghai
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 159-169
Persistent link: https://www.econbiz.de/10013330750
Saved in:
5
Extreme dependence in international stock markets
Ning, Cathy Q.
-
2009
Persistent link: https://www.econbiz.de/10008758209
Saved in:
6
Combining a self-exciting point process with the truncated generalized Pareto distribution : an extreme risk analysis under price limits
Ji, Jingru
;
Wang, Donghua
;
Xu, Dinghai
;
Xu, Chi
- In:
Journal of empirical finance
57
(
2020
),
pp. 52-70
Persistent link: https://www.econbiz.de/10012430436
Saved in:
7
The dependence structure between the Canadian stock market and the USD/CAD exchange rate : a copula approach
Michelis, Leo
;
Ning, Cathy Q.
- In:
The Canadian journal of economics
43
(
2010
)
3
,
pp. 1016-1039
Persistent link: https://www.econbiz.de/10008662175
Saved in:
8
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
Saved in:
9
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
Saved in:
10
Forecasting value at risk with intra-day return curves
Rice, Gregory
;
Wirjanto, Tony S.
;
Zhao, Yuqian
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1023-1038
Persistent link: https://www.econbiz.de/10012497181
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
