T.S. Wirjanto: search on Z-Library

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1

Tests for conditional heteroscedasticity of functional data

Rice, Gregory, Wirjanto, Tony, Zhao, Yuqian

Journal:

Journal of Time Series Analysis

Year:

2020

File:

PDF, 418 KB

2020

2

Is volatility clustering of asset returns asymmetric?

Ning, Cathy, Xu, Dinghai, Wirjanto, Tony S.

Journal:

Journal of Banking & Finance

Year:

2015

Language:

english

File:

PDF, 1.24 MB

english, 2015

3

An Empirical Characteristic Function Approach to VaR Under a Mixture-of-Normal Distribution with Time-Varying Volatility

Xu, Dinghai, Wirjanto, Tony S

Journal:

The Journal of Derivatives

Year:

2010

Language:

english

File:

PDF, 1.76 MB

english, 2010

4

Intertemporal substitution, imports and the permanent income model

Robert A Amano, Tony S Wirjanto

Journal:

Journal of International Economics

Year:

1996

Language:

english

File:

PDF, 1.11 MB

english, 1996

5

Contrasting two approaches in real options valuation: Contingent claims versus dynamic programming

M.C. Insley, T.S. Wirjanto

Journal:

Journal of Forest Economics

Year:

2010

Language:

english

File:

PDF, 723 KB

english, 2010

6

Time-Deformation Modeling of Stock Returns Directed by Duration Processes

Feng, Dingan, Song, Peter X.-K., Wirjanto, Tony S.

Journal:

Econometric Reviews

Year:

2015

Language:

english

File:

PDF, 721 KB

english, 2015

7

Improved algorithms for computing worst Value-at-Risk

Hofert, Marius, Memartoluie, Amir, Saunders, David, Wirjanto, Tony

Journal:

Statistics & Risk Modeling

Year:

2017

Language:

english

File:

PDF, 2.21 MB

english, 2017

8

Sustainable portfolio management under climate change

Fang, Mingyu, Tan, Ken Seng, Wirjanto, Tony S.

Journal:

Journal of Sustainable Finance & Investment

Year:

2018

Language:

english

File:

PDF, 2.47 MB

english, 2018

9

The empirical role of the exchange rate on the crude-oil price formation

Ayoub Yousefi, Tony S. Wirjanto

Journal:

Energy Economics

Year:

2004

Language:

english

File:

PDF, 267 KB

english, 2004

10

Do foreigners facilitate information transmission in emerging markets?

Kee-Hong Bae, Arzu Ozoguz, Hongping Tan, Tony S. Wirjanto

Journal:

Journal of Financial Economics

Year:

2012

Language:

english

File:

PDF, 480 KB

english, 2012

11

Role of IT executives in the firm's ability to achieve competitive advantage through IT capability

Jee-Hae Lim, Theophanis C. Stratopoulos, Tony S. Wirjanto

Journal:

International Journal of Accounting Information Systems

Year:

2012

Language:

english

File:

PDF, 501 KB

english, 2012

12

An analytic approximation formula for pricing zero-coupon bonds

Youngsoo Choi, Tony S. Wirjanto

Journal:

Finance Research Letters

Year:

2007

Language:

english

File:

PDF, 330 KB

english, 2007

13

Do Chinese publicly listed companies adjust their capital structure toward a target level?

Yanmin Qian, Yao Tian, Tony S. Wirjanto

Journal:

China Economic Review

Year:

2009

Language:

english

File:

PDF, 272 KB

english, 2009

14

Extreme return–volume dependence in East-Asian stock markets: A copula approach

Cathy Ning, Tony S. Wirjanto

Journal:

Finance Research Letters

Year:

2009

Language:

english

File:

PDF, 232 KB

english, 2009

15

Sustainability of a Firm's Reputation for Information Technology Capability: The Role of Senior IT Executives

Lim, Jee-Hae, Stratopoulos, Theophanis C., Wirjanto, Tony S.

Journal:

Journal of Management Information Systems

Year:

2013

Language:

english

File:

PDF, 331 KB

english, 2013

16

Path Dependence of Dynamic Information Technology Capability: An Empirical Investigation

Lim, Jee-Hae, Stratopoulos, Theophanis C., Wirjanto, Tony S.

Journal:

Journal of Management Information Systems

Year:

2011

Language:

english

File:

PDF, 848 KB

english, 2011

17

The impacts of financial crisis on sovereign credit risk analysis in Asia and Europe

Zhang, Min, Kolkiewicz, Adam W., Wirjanto, Tony S., Li, Xindan

Journal:

International Journal of Financial Engineering

Year:

2015

Language:

english

File:

PDF, 644 KB

english, 2015

18

When Does The 1/N Rule Work?

Guo, Danqiao, Boyle, Phelim P., Weng, Chengguo, Wirjanto, Tony S.

Journal:

SSRN Electronic Journal

Year:

2018

Language:

english

File:

PDF, 594 KB

english, 2018

19

Forecasting value at risk with intra-day return curves

Rice, Gregory, Wirjanto, Tony, Zhao, Yuqian

Journal:

International Journal of Forecasting

Year:

2020

Language:

english

File:

PDF, 699 KB

english, 2020

20

Advances in Predictive Analytics

Tan, Ken Seng, Weng, Chengguo, Wirjanto, Tony

Journal:

North American Actuarial Journal

Year:

2020

File:

PDF, 351 KB

2020

21

Money stock targeting and money supply: A closer examination of the data

Robert A. Amano, Tony S. Wirjanto

Journal:

Journal of Applied Econometrics

Year:

1996

Language:

english

File:

PDF, 817 KB

english, 1996

22

Estimating the impacts of cigarette taxes on youth smoking participation, initiation, and persistence: empirical evidence from Canada

Anindya Sen, Tony Wirjanto

Journal:

Health Economics

Year:

2010

Language:

english

File:

PDF, 176 KB

english, 2010

23

The limiting distributions of unit-root tests for data with cross-sectional and time-series dimensions

Journal:

Statistics & Probability Letters

Year:

1996

Language:

english

File:

PDF, 246 KB

english, 1996

24

The effect of sampling error on the time series behavior of consumption data

Allan W. Gregory, Tony Wirjanto

Journal:

Journal of Econometrics

Year:

1993

Language:

english

File:

PDF, 371 KB

english, 1993

25

Exchange rate of the US dollar and the J curve: the case of oil exporting countries

Ayoub Yousefi, Tony S. Wirjanto

Journal:

Energy Economics

Year:

2003

Language:

english

File:

PDF, 176 KB

english, 2003

26

Comment on A.F. Desmond's paper: Optimal estimating functions, quasi-likelihood and statistical modelling

Journal:

Journal of Statistical Planning and Inference

Year:

1997

Language:

english

File:

PDF, 375 KB

english, 1997

27

Testing the permanent-income hypothesis: new evidence from West-German states (Länder)

Joseph P. DeJuan, John J. Seater, Tony S. Wirjanto

Journal:

Empirical Economics

Year:

2006

Language:

english

File:

PDF, 205 KB

english, 2006

28

Empirical Indicators of Currency Crises in East Asia

Tony S. Wirjanto

Journal:

Pacific Economic Review

Year:

1999

Language:

english

File:

PDF, 317 KB

english, 1999

29

On the Stability of Long-Run M2 Demand in Japan

Robert A. Amano, Tony S. Wirjanto

Journal:

Japanese Economic Review

Year:

2000

Language:

english

File:

PDF, 129 KB

english, 2000

30

A stylized exchange rate pass-through model of crude oil price formation

Ayoub Yousefi, Tony S. Wirjanto

Journal:

OPEC Energy Review

Year:

2005

Language:

english

File:

PDF, 348 KB

english, 2005

31

Testing the Stochastic Implications of the Permanent Income Hypothesis Using Canadian Provincial Data

Joseph P. Dejuan, John J. Seater, Tony S. Wirjanto

Journal:

Oxford Bulletin of Economics and Statistics

Year:

2010

Language:

english

File:

PDF, 605 KB

english, 2010

32

On the Efficiency of Conditional Heteroskedasticity Models

T. Y. Lee, Tony Wirjanto

Journal:

Review of Quantitative Finance and Accounting

Year:

1998

Language:

english

File:

PDF, 113 KB

english, 1998

33

Re-Examining Variance-Bounds Tests for Asset Prices

Robert A. Amano, Tony S. Wirjanto

Journal:

Review of Quantitative Finance and Accounting

Year:

1998

Language:

english

File:

PDF, 110 KB

english, 1998

34

Government Expenditures and the Permanent-Income Model

Robert A Amano, Tony S Wirjanto

Journal:

Review of Economic Dynamics

Year:

1998

Language:

english

File:

PDF, 140 KB

english, 1998

35

Inference about clustering and parametric assumptions in covariance matrix estimation

Mikko Packalen, Tony S. Wirjanto

Journal:

Computational Statistics & Data Analysis

Year:

2012

Language:

english

File:

PDF, 316 KB

english, 2012

36

An Empirical Study of Dynamic Labor Demand with Integrated Forcing Processes

Robert A. Amano, Tony S. Wirjanto

Journal:

Journal of Macroeconomics

Year:

1997

Language:

english

File:

PDF, 131 KB

english, 1997

37

The impact of sales taxation on internet commerce — An empirical analysis

Shamim Ahmed, Tony S. Wirjanto

Journal:

Economics Letters

Year:

2008

Language:

english

File:

PDF, 129 KB

english, 2008

38

Modeling the leverage effect with copulas and realized volatility

Cathy Ning, Dinghai Xu, Tony S. Wirjanto

Journal:

Finance Research Letters

Year:

2008

Language:

english

File:

PDF, 299 KB

english, 2008

39

Empirical tests of the float-adjusted return model

Feng Zhang, Yao Tian, Tony S. Wirjanto

Journal:

Finance Research Letters

Year:

2009

Language:

english

File:

PDF, 243 KB

english, 2009

40

Is China's P/E ratio too low? Examining the role of earnings volatility

Alan G. Huang, Tony S. Wirjanto

Journal:

Pacific-Basin Finance Journal

Year:

2012

Language:

english

File:

PDF, 815 KB

english, 2012

41

Adjustment costs and import demand behavior: evidence from Canada and the United States

Robert A. Amano, Tony S. Wirjanto

Journal:

Journal of International Money and Finance

Year:

1997

Language:

english

File:

PDF, 966 KB

english, 1997

42

Selected Proceedings of the Symposium on Estimating Functions || Estimating Functions and Over-Identified Models

Journal:

IMS Lecture Notes--Monograph Series

Year:

1997

Language:

english

File:

PDF, 1.45 MB

english, 1997

43

Aggregate Consumption Behaviour and Liquidity Constraints: The Canadian Evidence

Tony S. Wirjanto

Journal:

Canadian Journal of Economics/Revue canadienne d'économique

Year:

1995

Language:

english

File:

PDF, 416 KB

english, 1995

44

Testing the Permanent Income Hypothesis: The Evidence from Canadian Data

Tony S. Wirjanto

Journal:

Canadian Journal of Economics/Revue canadienne d'économique

Year:

1991

Language:

english

File:

PDF, 356 KB

english, 1991

45

Supplement: Women in the Canadian Labour Market || The Proportion of Females in the Establishment: Discrimination, Preferences and Technology

Kevin T. Reilly and Tony S. Wirjanto

Journal:

Canadian Public Policy

Year:

1999

Language:

english

File:

PDF, 2.63 MB

english, 1999

46

Intratemporal Substitution and Government Spending

Robert A. Amano and Tony S. Wirjanto

Journal:

Review of Economics and Statistics

Year:

1997

Language:

english

File:

PDF, 230 KB

english, 1997

47

Aggregate consumption behaviour with time-nonseparable preferences and liquidity constraints

Wirjanto, Tony S.

Journal:

Applied Financial Economics

Year:

1997

Language:

english

File:

PDF, 193 KB

english, 1997

48

[IEEE 2014 47th Hawaii International Conference on System Sciences (HICSS) - Waikoloa, HI (2014.1.6-2014.1.9)] 2014 47th Hawaii International Conference on System Sciences - Does IT Reputation Matter? Role of Senior Executives

Jee-Hae Lim,, Stratopoulos, Theophanis C., Wirjanto, Tony

Year:

2014

Language:

english

File:

PDF, 182 KB

english, 2014

49

An empirical investigation into the permanent income hypothesis: further evidence from the Canadian data

Wirjanto, Tony S.

Journal:

Applied Economics

Year:

1996

Language:

english

File:

PDF, 220 KB

english, 1996

50

Asymmetric Stochastic Conditional Duration Model--A Mixture-of-Normal Approach

Xu, D., Knight, J., Wirjanto, T. S.

Journal:

Journal of Financial Econometrics

Year:

2011

Language:

english

File:

PDF, 303 KB

english, 2011

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