Similar Search Results

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

Examining realized volatility regimes under a threshold stochastic volatility model

Xu, Dinghai - In: International journal of finance & economics : IJFE 17 (2012) 4, pp. 373-389

Persistent link: https://www.econbiz.de/10009689475

A study on volatility spurious almost integration effect : a threshold realized GARCH approach

Xu, Dinghai - 2019

Persistent link: https://www.econbiz.de/10012137575

Canadian stock market volatility under COVID-19

Xu, Dinghai - 2020

Persistent link: https://www.econbiz.de/10012211693

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

"Good" and "bad" volatilities : a realized semivariance GARCH approach

Xu, Dinghai - In: Applied economics 56 (2024) 51, pp. 6391-6411

Persistent link: https://www.econbiz.de/10015073572

A new Markov regime-switching count time series approach for forecasting initial public offering volumes and detecting issue cycles

Wang, Xinyu; Ning, Cathy Q. - In: Journal of forecasting 41 (2022) 1, pp. 118-133

Persistent link: https://www.econbiz.de/10012796275

A Mixture-of-Normal Distribution Modeling Approach in Financial Econometrics : A Selected Review

Wirjanto, Tony S. - 2013

This paper provides a selected review of the recent developments and applications of mixture-of-normal (MN) distribution models in financial econometrics. One noted feature of the MN model is its flexibility in accommodating various shapes of continuous distributions, and its ability in...

Persistent link: https://www.econbiz.de/10013084062

National savings and domestic investment in the long run : some time series evidence for the US and Canada

Otto, Glenn D.; Wirjanto, Tony S. - 1989

Persistent link: https://www.econbiz.de/10000125056

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