Narrow search
Showing 1 - 4 of 4
Cover Image
Extreme returnvolume dependence in East-Asian stock markets : a copula approach
Ning, Cathy Q.; Wirjanto, Tony S. - In: Finance research letters 6 (2009) 4, pp. 202-209
Persistent link: https://www.econbiz.de/10003934162
Cover Image
Empirical tests of the float-adjusted return model
Zhang, Feng; Tian, Yao; Wirjanto, Tony S. - In: Finance research letters 6 (2009) 4, pp. 219-229
Persistent link: https://www.econbiz.de/10003934166
Cover Image
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
Cover Image
An analytic approximation formula for pricing zero-coupon bonds
Choi, Youngsoo; Wirjanto, Tony S. - In: Finance research letters 4 (2007) 2, pp. 116-126
Persistent link: https://www.econbiz.de/10003477217