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Xu, Dinghai
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Waterloo economic series : working paper
7
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2
Forecasting volatility in the financial markets
2
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Frontiers of economics in China : selected publications from Chinese universities
1
International review of economics & finance : IREF
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1
Canadian stock market volatility under COVID-19
Xu, Dinghai
-
2020
Persistent link: https://www.econbiz.de/10012211693
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2
Continuous empirical characteristic function estimation of GARCH models
Xu, Dinghai
-
2012
Persistent link: https://www.econbiz.de/10009612399
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3
A study on volatility spurious almost integration effect : a threshold realized GARCH approach
Xu, Dinghai
-
2019
Persistent link: https://www.econbiz.de/10012137575
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4
Canadian stock market volatility under COVID-19
Xu, Dinghai
- In:
International review of economics & finance : IREF
77
(
2022
),
pp. 159-169
Persistent link: https://www.econbiz.de/10013330750
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5
"Good" and "bad" volatilities : a realized semivariance GARCH approach
Xu, Dinghai
- In:
Applied economics
56
(
2024
)
51
,
pp. 6391-6411
Persistent link: https://www.econbiz.de/10015073572
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6
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. 39-58
Persistent link: https://www.econbiz.de/10008655519
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7
Empirical evidence of the leverage effect in a stochastic volatility model : a realized volatility approach
Xu, Dinghai
;
Li, Yuying
- In:
Frontiers of economics in China : selected publications …
7
(
2012
)
1
,
pp. 22-43
Persistent link: https://www.econbiz.de/10009681371
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8
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
-
2018
Persistent link: https://www.econbiz.de/10011900811
Saved in:
9
An empirical characteristic function approach to VaR under a mixture of normal distribution with time-varying volatility
Xu, Dinghai
;
Wirjanto, Tony S.
-
2008
Persistent link: https://www.econbiz.de/10003975377
Saved in:
10
The applications of mixtures of normal distributions in empirical finance : a selected survey
Wirjanto, Tony S.
;
Xu, Dinghai
-
2009
Persistent link: https://www.econbiz.de/10003975425
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