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Is volatility clustering of asset returns asymmetric?
Ning, Cathy Q.; Xu, Dinghai; Wirjanto, Tony S. - In: Journal of banking & finance 52 (2015), pp. 62-76
Persistent link: https://www.econbiz.de/10011377303
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The impacts of financial crisis on sovereign credit risk analysis in Asia and Europe
Zhang, Min; Kolkiewicz, Adam W.; Wirjanto, Tony S.; Li, … - In: International journal of financial engineering 2 (2015) 3, pp. 1-57
Persistent link: https://www.econbiz.de/10011403191
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Implied volatility surfaces during the period of global financial crisis
Wirjanto, Tony S.; Zhu, Anyi - In: International journal of financial engineering 5 (2018) 1, pp. 1-50
Persistent link: https://www.econbiz.de/10011922944
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A multiscale stochastic conditional duration model
Men, Zhongxian; Wirjanto, Tony S.; Kolkiewicz, Adam W. - In: Annals of financial economics 11 (2016) 4, pp. 1-28
Persistent link: https://www.econbiz.de/10011686872
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Wrong-way risk bounds in counterparty credit risk management
Memartoluie, Amir; Saunders, David M.; Wirjanto, Tony S. - In: Journal of risk management in financial institutions 10 (2016/2017) 2, pp. 150-163
Persistent link: https://www.econbiz.de/10011670666
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Bayesian analysis of a threshold stochastic volatility model
Wirjanto, Tony S.; Kolkiewicz, Adam W.; Men, Zhongxian - In: Journal of forecasting 35 (2016) 5, pp. 462-476
Persistent link: https://www.econbiz.de/10011580989
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The return premiums to accruals quality
Bandyopadhyay, Sati P.; Huang, Alan Guoming; Sun, Kevin … - In: Review of quantitative finance and accounting 48 (2017) 1, pp. 83-115
Persistent link: https://www.econbiz.de/10011796597
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The adjustment of consumption to income changes across Chinese provinces
DeJuan, Joseph P.; Wirjanto, Tony S.; Xu, Xinpeng - In: Annals of economics and finance 17 (2016) 2, pp. 235-253
Persistent link: https://www.econbiz.de/10011656889
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Asymmetric stochastic conditional duration model :a mixture of normals approach
Xu, Dinghai; Knight, John L.; Wirjanto, Tony S. - 2008
Persistent link: https://www.econbiz.de/10003975376
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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. - 2008
Persistent link: https://www.econbiz.de/10003975377