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Applications of random-matrix...
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Wirjanto, Tony S.
240
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26
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25
Men, Zhongxian
21
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14
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11
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10
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9
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9
Yousefi, Ayoub
9
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8
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7
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7
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5
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ECONIS (ZBW)
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31
The impact of stochastic convenience yield on long-term forestry investment decisions
Chen, Shan
;
Insley, Margaret
;
Wirjanto, Tony S.
-
2011
Persistent link: https://www.econbiz.de/10009155897
Saved in:
32
Inference about clustering and parametric assumptions in covariance matrix estimation
Packalen, Mikko
;
Wirjanto, Tony S.
-
2010
Persistent link: https://www.econbiz.de/10009156142
Saved in:
33
Path dependence of dynamic information technology capability : an empirical investigation
Lim, Jee Hae
;
Stratopoulos, Theophanis C.
;
Wirjanto, Tony S.
- In:
Journal of management information systems : JMIS
28
(
2011/12
)
3
,
pp. 45-84
Persistent link: https://www.econbiz.de/10009508774
Saved in:
34
Contrasting two approaches in real options valuation : contingent claims versus dynamic programming
Insley, Margaret
;
Wirjanto, Tony S.
- In:
Journal of forest economics : JFE
16
(
2010
)
2
,
pp. 157-176
Persistent link: https://www.econbiz.de/10009248514
Saved in:
35
Time-deformation modeling of stock returns directed by duration processes
Feng, Dingan
;
Song, Peter X.-K.
;
Wirjanto, Tony S.
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 480-511
Persistent link: https://www.econbiz.de/10011373264
Saved in:
36
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:
37
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:
38
Bayesian analysis of asymmetric stochastic conditional duration model
Men, Zhongxian
;
Kolkiewicz, Adam W.
;
Wirjanto, Tony S.
- In:
Journal of forecasting
34
(
2015
)
1
,
pp. 36-56
Persistent link: https://www.econbiz.de/10011305352
Saved in:
39
Do foreigners facilitate information transmission in emerging markets?
Bae, Kee-hong
;
Ozoguz, Arzu
;
Tan, Hongping
;
Wirjanto, …
- In:
Journal of financial economics
105
(
2012
)
1
,
pp. 209-227
Persistent link: https://www.econbiz.de/10009622425
Saved in:
40
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:
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