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Distributions of GDP across versions of the Penn World Tables : a functional data analysis approach
Chen, Tao; DeJuan, Joseph P.; Tian, Renfang - In: Economics letters 170 (2018), pp. 179-184
Persistent link: https://www.econbiz.de/10012019633
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Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.; Zhu, Anyi - In: International journal of financial engineering 5 (2018) 1, pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
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A multiscale stochastic conditional duration model
Men, Zhongxian; Wirjanto, Tony S.; Kolkiewicz, Adam W. - In: Annals of financial economics 11 (2016) 4, pp. 1-28
Persistent link: https://www.econbiz.de/10011686872
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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
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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
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Demography and inflation : an international study
Andrews, Doug; Oberoi, Jaideep; Wirjanto, Tony S.; … - In: North American actuarial journal 22 (2018) 2, pp. 210-222
Persistent link: https://www.econbiz.de/10012268013
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Sustainable portfolio management under climate change
Fang, Mingyu; Ken Seng Tan; Wirjanto, Tony S. - In: Journal of sustainable finance & investment 9 (2019) 1, pp. 45-67
Persistent link: https://www.econbiz.de/10012174982
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Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua; Ding, Jin; Chu, Guoqing; Xu, Dinghai; … - In: Applied economics 53 (2021) 7, pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
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Forecasting value at risk with intra-day return curves
Rice, Gregory; Wirjanto, Tony S.; Zhao, Yuqian - In: International journal of forecasting 36 (2020) 3, pp. 1023-1038
Persistent link: https://www.econbiz.de/10012497181
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Advances in predictive analytics
Ken Seng Tan; Weng, Chengguo; Wirjanto, Tony S. - In: North American actuarial journal : NAAJ ; leading the … 24 (2020) 2, pp. 165-167
Persistent link: https://www.econbiz.de/10012258443