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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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2
Contrasting two approaches in real options valuation : contingent claims versus dynamic programming
Insley, Margaret
;
Wirjanto, Tony S.
-
2008
Persistent link: https://www.econbiz.de/10003771169
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3
Asymmetric stochastic conditional duration model :a mixture of normals approach
Xu, Dinghai
;
Knight, John L.
;
Wirjanto, Tony S.
-
2008
Persistent link: https://www.econbiz.de/10003975376
Saved in:
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
Extreme return-volume dependence in East-Asian stock markets : a Copula approach
Ning, Cathy Q.
;
Wirjanto, Tony S.
-
2008
Persistent link: https://www.econbiz.de/10003975380
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6
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:
7
A simple model of the nominal term structure of interest rates
Choi, Youngsoo
;
Wirjanto, Tony S.
-
2008
Persistent link: https://www.econbiz.de/10003975392
Saved in:
8
Re-examining accounting conservatism : the importance of adjusting for firm heterogeneity
Huang, Alan Guoming
;
Tian, Yao
;
Wirjanto, Tony S.
-
2008
Persistent link: https://www.econbiz.de/10003975400
Saved in:
9
The applications of mixtures of normal distributions in empirical finance : a selected survey
Wirjanto, Tony S.
;
Xu, Dinghai
-
2009
Persistent link: https://www.econbiz.de/10003975425
Saved in:
10
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
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