| Dependence structure between the equity market and the foreign exchange market–a copula approach C Ning Journal of International Money and Finance 29 (5), 743-759, 2010 | 267 | 2010 |
| Is volatility clustering of asset returns asymmetric? C Ning, D Xu, TS Wirjanto Journal of Banking & Finance 52, 62-76, 2015 | 70 | 2015 |
| Extreme return–volume dependence in East-Asian stock markets: A copula approach C Ning, TS Wirjanto Finance Research Letters 6 (4), 202-209, 2009 | 70 | 2009 |
| The dependence structure between the Canadian stock market and the USD/CAD exchange rate: a copula approach L Michelis, C Ning Canadian Journal of Economics/Revue canadienne d'économique 43 (3), 1016-1039, 2010 | 45 | 2010 |
| Estimation of the stochastic conditional duration model via alternative methods J Knight, CQ Ning The Econometrics Journal 11 (3), 593-616, 2008 | 30 | 2008 |
| Extreme dependence in international stock markets CQ Ning Ryerson Univ., Department of Economics, 2009 | 24 | 2009 |
| Modeling the leverage effect with copulas and realized volatility C Ning, D Xu, TS Wirjanto Finance Research Letters 5 (4), 221-227, 2008 | 16 | 2008 |
| Modeling asymmetric volatility clusters using copulas and high frequency data CQ Ning, D Xu, TS Wirjanto University of Waterloo, Department of Economics, 2010 | 8 | 2010 |
| The Dependence structure of macroeconomic variables in the US L Chollete, C Ning UiS Working Papers in Economics and Finance, 2009 | 5 | 2009 |
| The dependence structure of macroeconomic variables in the US CQ Ning, L Chollete Ryerson University, Department of Economics Working Papers, 2009 | 3 | 2009 |
| Asymmetric Dependence in US Financial Risk Factors? L Chollete, C Ning UiS Working Papers in Economics and Finance, 2010 | 2 | 2010 |
| A new Markov regime‐switching count time series approach for forecasting initial public offering volumes and detecting issue cycles X Wang, C Ning Journal of Forecasting 41 (1), 118-133, 2022 | 1 | 2022 |
| Asymmetric Dependence in the US Economy: Application to Money and the Phillips Curve L Chollete, C Ning UiS Working Papers in Economics and Finance, 2012 | 1 | 2012 |
| Estimation of the Stochastic Conditional Duration Model by the Empirical Characteristic Function Method CQ Ning University of Western Ontario, 2004 | 1 | 2004 |
| Safe haven currencies: A dependence-switching copula approach J Ponrajah, C Ning | | 2024 |
| Are the Stylized Features of Stock Returns the Same in Market Downturns and Upturns? W Huang, C Ning, D Xu Available at SSRN 4793788, 2024 | | 2024 |
| Stock–bond dependence and flight to/from quality J Ponrajah, C Ning International Review of Financial Analysis 86, 102467, 2023 | | 2023 |
| Extreme comovements and downside/upside risk spillovers between oil prices and exchange rates C Ning, D Xu Upside Risk Spillovers between Oil Prices and Exchange Rates, 2022 | | 2022 |
| Asymmetric Dependence between Aggregate Consumption and Financial Risk L Chollete, CQ Ning Ryerson Univ., Department of Economics, 2012 | | 2012 |
| Asymmetric Dependence between Aggregate Consumption and Financial Risk C Ning, L Chollete Ryerson University, Department of Economics Working Papers, 2012 | | 2012 |
Tony S. WirjantoDepartment of Statistics & Actuarial Science, University of WaterlooVerified email at uwaterloo.ca
