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A Direct Test of the Permanent...
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Volatility
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Wirjanto, Tony S.
15
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8
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5
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3
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2
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2
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2
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1
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1
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ECONIS (ZBW)
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Economic information versus quality variation in cross-country data
Dawson, John W.
;
DeJuan, Joseph P.
;
Seater, John J.
; …
- In:
The Canadian journal of economics
34
(
2001
)
4
,
pp. 988-1009
Persistent link: https://www.econbiz.de/10001646143
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2
On the link between volatility and growth : evidence fromn Canadian provinces
DeJuan, Joseph P.
;
Gurr, Simon
- In:
Applied economics letters
11
(
2004
)
5
,
pp. 279-282
Persistent link: https://www.econbiz.de/10002032955
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3
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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4
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
Saved in:
5
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
Saved in:
6
An empirical characteristic function approach to VaR under a mixture-of-normal distribution with time-varying volatility
Xu, Dinghai
;
Wirjanto, Tony S.
- In:
The journal of derivatives : the official publication …
18
(
2010
)
1
,
pp. 39-58
Persistent link: https://www.econbiz.de/10008655519
Saved in:
7
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
Saved in:
8
Is volatility clustering of asset returns asymmetric?
Ning, Cathy Q.
;
Xu, Dinghai
;
Wirjanto, Tony S.
-
2014
Persistent link: https://www.econbiz.de/10011382186
Saved in:
9
Is China's P/E ratio too low? : examining the role of earnings volatility
Huang, Alan Guoming
;
Wirjanto, Tony S.
- In:
Pacific-Basin finance journal
20
(
2012
)
1
,
pp. 41-61
Persistent link: https://www.econbiz.de/10009629179
Saved in:
10
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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