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273
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196
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182
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61
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57
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51
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46
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44
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43
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33
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28
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24
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13
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12
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8
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8
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8
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7
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7
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7
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6
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6
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6
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5
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5
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4
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36
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17
Oxford bulletin of economics and statistics
17
China economic review : an international journal
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Jahrbuch für Wirtschaftsgeschichte
14
Applied economics discussion paper series
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Cambridge journal of economics
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4
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Oxford Bulletin of Economics and Statistics
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Rising inequality in China : challenges to a harmonious society
4
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World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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21
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
Saved in:
22
"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
Saved in:
23
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
Saved in:
24
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:
25
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:
26
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:
27
Empirical evidence of the leverage effect in a stochastic volatility model : a realized volatility approach
Xu, Dinghai
;
Li, Yuying
-
2010
Persistent link: https://www.econbiz.de/10003975439
Saved in:
28
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:
29
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:
30
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:
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