Logo
Munich Personal RePEc Archive

Browse by Authors

Group by: Date | Item ID
Number of items: 3.

31 March 2019

Rice, Gregory and Wirjanto, Tony and Zhao, Yuqian (2019): Tests for conditional heteroscedasticity with functional data and goodness-of-fit tests for FGARCH models.

1 May 2019

Guo, Danqiao and Boyle, Phelim and Weng, Chengguo and Wirjanto, Tony (2019): Age matters.

18 August 2021

Rice, Gregory and Wirjanto, Tony and Zhao, Yuqian (2021): Exploring volatility of crude oil intra-day return curves: a functional GARCH-X model.

This list was generated on Thu Nov 21 18:12:06 2024 CET.
Atom RSS 1.0 RSS 2.0

Contact us: mpra@ub.uni-muenchen.de

This repository has been built using EPrints software.

MPRA is a RePEc service hosted by Logo of the University Library LMU Munich.