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Information about:
Dinghai Xu

Personal Details | Affiliation | Works
This is information that was supplied by Dinghai Xu in registering through RePEc. If you are Dinghai Xu , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Dinghai
Middle Name:
Last Name: Xu
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RePEc Short-ID: pxu46

Email: [This author has chosen not to make the email address public]
Homepage: http://economics.uwaterloo.ca/~dhxu/
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Dinghai Xu, 2009. "An Efficient Estimation for Switching Regression Models: A Monte Carlo Study," Working Papers 0903, University of Waterloo, Department of Economics, revised Apr 2009. [Downloadable!]

  2. Dinghai Xu, 2009. "The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey," Working Papers 0904, University of Waterloo, Department of Economics, revised Sep 2009. [Downloadable!]

  3. Dinghai Xu & John Knight & Tony S. Wirjanto, 2008. "Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach"," Working Papers 08007, University of Waterloo, Department of Economics. [Downloadable!]

  4. Dinghai Xu & John Knight, 2008. "Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters," Working Papers 08006, University of Waterloo, Department of Economics. [Downloadable!]

  5. Dinghai Xu & Tony S. Wirjanto, 2008. "An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distribution with Time-Varying Volatility," Working Papers 08008, University of Waterloo, Department of Economics. [Downloadable!]

Articles

  1. Ning, Cathy & Xu, Dinghai & Wirjanto, Tony S., 2008. "Modeling the leverage effect with copulas and realized volatility," Finance Research Letters, Elsevier, vol. 5(4), pages 221-227, December. [Downloadable!] (restricted)

NEP Fields

5 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2009-10-10
  2. NEP-ECM: Econometrics (5) 2009-01-03 2009-01-03 2009-01-03 2009-05-23 2009-10-10 Author is listed
  3. NEP-ORE: Operations Research (3) 2009-01-03 2009-05-23 2009-10-10 Author is listed
  4. NEP-RMG: Risk Management (1) 2009-01-03
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This page was last updated on 2009-11-21.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.