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Munich Personal RePEc Archive

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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 Sep 29 21:46:10 2022 CEST.
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