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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
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Contrasting two approaches in real options valuation : contingent claims versus dynamic programming
Insley, Margaret; Wirjanto, Tony S. - 2008
Persistent link: https://www.econbiz.de/10003771169
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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
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A stylized exchange rate pass-through model crude oil price formation
Yousefı, Ayoub; Wirjanto, Tony S. - In: OPEC review : energy economics and related issues 29 (2005) 3, pp. 177-197
Persistent link: https://www.econbiz.de/10003186965
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Testing the stochastic implications of the permanent income hypothesis using Canadian provincial data
DeJuan, Joseph P.; Seater, John J.; Wirjanto, Tony S. - In: Oxford bulletin of economics and statistics 72 (2010) 1, pp. 89-108
Persistent link: https://www.econbiz.de/10003945140
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The impact of sales taxation on internet commerce - an empirical analysis
Ahmed, Shamim; Wirjanto, Tony S. - In: Economics letters 99 (2008) 3, pp. 557-560
Persistent link: https://www.econbiz.de/10003726254
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Risk aversion, uncertainty, unemployment insurance benefit and duration of "wait" unemployment
Wang, Tan; Wirjanto, Tony S. - In: Annals of economics and finance 17 (2016) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10011538690
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Bayesian analysis of asymmetric stochastic conditional duration model
Men, Zhongxian; Kolkiewicz, Adam W.; Wirjanto, Tony S. - In: Journal of forecasting 34 (2015) 1, pp. 36-56
Persistent link: https://www.econbiz.de/10011305352
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Is volatility clustering of asset returns asymmetric?
Ning, Cathy Q.; Xu, Dinghai; Wirjanto, Tony S. - 2014
Persistent link: https://www.econbiz.de/10011382186
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Time-deformation modeling of stock returns directed by duration processes
Feng, Dingan; Song, Peter X.-K.; Wirjanto, Tony S. - In: Econometric reviews 34 (2015) 1/5, pp. 480-511
Persistent link: https://www.econbiz.de/10011373264