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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