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Wirjanto, Tony S.
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Tests for conditional heteroscedasticity of functional data
Rice, Gregory
;
Wirjanto, Tony
;
Zhao, Yuqian
- In:
Journal of Time Series Analysis
41
(
2020
)
6
,
pp. 733-758
Persistent link: https://www.econbiz.de/10012283131
Saved in:
2
Exploring volatility of crude oil intraday return curves : a functional GARCH-X model
Rice, Gregory
;
Wirjanto, Tony S.
;
Zhao, Yuqian
- In:
Journal of commodity markets
32
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014495589
Saved in:
3
Forecasting value at risk with intra-day return curves
Rice, Gregory
;
Wirjanto, Tony S.
;
Zhao, Yuqian
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 1023-1038
Persistent link: https://www.econbiz.de/10012497181
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