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131
Wrong-way risk bounds in counterparty credit risk management
Memartoluie, Amir
;
Saunders, David M.
;
Wirjanto, Tony S.
- In:
Journal of risk management in financial institutions
10
(
2016/2017
)
2
,
pp. 150-163
Persistent link: https://www.econbiz.de/10011670666
Saved in:
132
Bayesian analysis of a threshold stochastic volatility model
Wirjanto, Tony S.
;
Kolkiewicz, Adam W.
;
Men, Zhongxian
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 462-476
Persistent link: https://www.econbiz.de/10011580989
Saved in:
133
The return premiums to accruals quality
Bandyopadhyay, Sati P.
;
Huang, Alan Guoming
;
Sun, Kevin …
- In:
Review of quantitative finance and accounting
48
(
2017
)
1
,
pp. 83-115
Persistent link: https://www.econbiz.de/10011796597
Saved in:
134
The adjustment of consumption to income changes across Chinese provinces
DeJuan, Joseph P.
;
Wirjanto, Tony S.
;
Xu, Xinpeng
- In:
Annals of economics and finance
17
(
2016
)
2
,
pp. 235-253
Persistent link: https://www.econbiz.de/10011656889
Saved in:
135
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:
136
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:
137
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
Saved in:
138
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:
139
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:
140
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
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