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Munich Personal RePEc Archive

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Number of items: 3.

11 July 2018

Barassi, Marco and Horvath, Lajos and Zhao, Yuqian (2018): Change Point Detection in the Conditional Correlation Structure of Multivariate Volatility Models. Forthcoming in: Journal of Business and Economic Statistics

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.

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 Fri Mar 24 01:19:19 2023 CET.
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