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Contrasting two approaches in real options valuation : contingent claims versus dynamic programming
Insley, Margaret
;
Wirjanto, Tony S.
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2008
Persistent link: https://www.econbiz.de/10003771169
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2
Asymmetric stochastic conditional duration model :a mixture of normals approach
Xu, Dinghai
;
Knight, John L.
;
Wirjanto, Tony S.
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2008
Persistent link: https://www.econbiz.de/10003975376
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3
An empirical characteristic function approach to VaR under a mixture of normal distribution with time-varying volatility
Xu, Dinghai
;
Wirjanto, Tony S.
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2008
Persistent link: https://www.econbiz.de/10003975377
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4
Extreme return-volume dependence in East-Asian stock markets : a Copula approach
Ning, Cathy Q.
;
Wirjanto, Tony S.
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2008
Persistent link: https://www.econbiz.de/10003975380
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5
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
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6
A simple model of the nominal term structure of interest rates
Choi, Youngsoo
;
Wirjanto, Tony S.
-
2008
Persistent link: https://www.econbiz.de/10003975392
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7
Re-examining accounting conservatism : the importance of adjusting for firm heterogeneity
Huang, Alan Guoming
;
Tian, Yao
;
Wirjanto, Tony S.
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2008
Persistent link: https://www.econbiz.de/10003975400
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8
The applications of mixtures of normal distributions in empirical finance : a selected survey
Wirjanto, Tony S.
;
Xu, Dinghai
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2009
Persistent link: https://www.econbiz.de/10003975425
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9
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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10
The impact of stochastic convenience yield on long-term forestry investment decisions
Chen, Shan
;
Insley, Margaret
;
Wirjanto, Tony S.
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2011
Persistent link: https://www.econbiz.de/10009155897
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