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Dependence structure between the equity market and the foreign exchange market–A copula approach
Ning, Cathy - In: Journal of international money and finance 29 (2010) 5, pp. 743-760
Persistent link: https://www.econbiz.de/10008422735
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The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach
Michelis, Leo; Ning, Cathy - In: The Canadian journal of economics 43 (2010) 3, pp. 1016-1040
Persistent link: https://www.econbiz.de/10008436551
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Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters
Xu, Dinghai; Knight, John - In: Econometric reviews 30 (2010) 1, pp. 25-51
Persistent link: https://www.econbiz.de/10009179161
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Examining realized volatility regimes under a threshold stochastic volatility model
Xu, Dinghai - In: International journal of finance & economics : IJFE 17 (2012) 4, pp. 373-390
Persistent link: https://www.econbiz.de/10010024315
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AN EMPIRICAL CHARACTERISTIC FUNCTION APPROACH TO VAR UNDER A MIXTURE-OF-NORMAL DISTRIBUTION WITH TIME-VARYING VOLATILITY
Xu, Dinghai; Wirjanto, Tony S - In: The journal of derivatives : the official publication … 18 (2010) 1, pp. 39-59
Persistent link: https://www.econbiz.de/10008639142
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Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters
Xu, Dinghai; Knight, John - In: Econometric reviews 30 (2011) 1, pp. 25-51
Persistent link: https://www.econbiz.de/10008770209
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Discussion: The effect of sampling error on the time series behavior of consumption data
Gregory, Allan W.; Wirjanto, Tony - In: Journal of econometrics 55 (1993) 1-2, pp. 267-274
Persistent link: https://www.econbiz.de/10006805328
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Sustainability of a Firm's Reputation for Information Technology Capability: The Role of Senior IT Executives
Lim, Jee-Hae; Stratopoulos, Theophanis; Wirjanto, Tony - In: Journal of management information systems : JMIS 30 (2013) 1, pp. 57-96
Persistent link: https://www.econbiz.de/10010166598
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Path Dependence of Dynamic Information Technology Capability: An Empirical Investigation
Lim, Jee-Hae; Stratopoulos, Theophanis; Wirjanto, Tony - In: Journal of management information systems : JMIS 28 (2011) 3, pp. 45-85
Persistent link: https://www.econbiz.de/10009827390