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Modelling the spreading proces...
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Xu, Dinghai
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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
- In:
Economic modelling
80
(
2019
),
pp. 383-391
Persistent link: https://www.econbiz.de/10012200735
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2
Combining a self-exciting point process with the truncated generalized Pareto distribution : an extreme risk analysis under price limits
Ji, Jingru
;
Wang, Donghua
;
Xu, Dinghai
;
Xu, Chi
- In:
Journal of empirical finance
57
(
2020
),
pp. 52-70
Persistent link: https://www.econbiz.de/10012430436
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3
Modifying a simple agent-based model to disentangle the microstructure of Chinese and US stock markets
Ji, Jingru
;
Wang, Donghua
;
Tu, JingQing
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 2067-2083
Persistent link: https://www.econbiz.de/10012262968
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4
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
Saved in:
5
Implications of I Ching on innovation management
Lu, Yuduo
;
Yi, Qian
;
Wang, Donghua
;
Yao, Lu
- In:
Chinese management studies : CMS
5
(
2011
)
4
,
pp. 394-402
Persistent link: https://www.econbiz.de/10009407356
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6
Examining realized volatility regimes under a threshold stochastic volatility model
Xu, Dinghai
- In:
International journal of finance & economics : IJFE
17
(
2012
)
4
,
pp. 373-389
Persistent link: https://www.econbiz.de/10009689475
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7
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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8
A threshold stochastic volatility model with realized volatility
Xu, Dinghai
-
2010
Persistent link: https://www.econbiz.de/10003975444
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9
Canadian stock market volatility under COVID-19
Xu, Dinghai
-
2020
Persistent link: https://www.econbiz.de/10012211693
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10
Continuous empirical characteristic function estimation of GARCH models
Xu, Dinghai
-
2012
Persistent link: https://www.econbiz.de/10009612399
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