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An efficient estimation for switching regression models : a Monte Carlo study
Xu, Dinghai - 2009
Persistent link: https://www.econbiz.de/10003975422
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A threshold stochastic volatility model with realized volatility
Xu, Dinghai - 2010
Persistent link: https://www.econbiz.de/10003975444
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Canadian stock market volatility under COVID-19
Xu, Dinghai - 2020
Persistent link: https://www.econbiz.de/10012211693
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Continuous empirical characteristic function estimation of GARCH models
Xu, Dinghai - 2012
Persistent link: https://www.econbiz.de/10009612399
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A study on volatility spurious almost integration effect : a threshold realized GARCH approach
Xu, Dinghai - 2019
Persistent link: https://www.econbiz.de/10012137575
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Modeling asymmetric volatility clusters using copulas and high frequency data
Ning, Cathy Q.; Xu, Dinghai; Wirjanto, Tony S. - 2009
Persistent link: https://www.econbiz.de/10008758211
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Is volatility clustering of asset returns asymmetric?
Ning, Cathy Q.; Xu, Dinghai; Wirjanto, Tony S. - 2014
Persistent link: https://www.econbiz.de/10011382186
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Modelling the spreading process of extreme risks via a simple agent-based model : evidence from the China stock market
Ji, Jingru; Wang, Donghua; Xu, Dinghai - 2018
Persistent link: https://www.econbiz.de/10011900811
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Continuous empirical characteristic function estimation of mixtures of normal parameters
Xu, Dinghai; Knight, John L. - 2008
Persistent link: https://www.econbiz.de/10003975373
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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