Items where Author is "Wirjanto, Tony"
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Article
Rice, Gregory and Wirjanto, Tony and Zhao, Yuqian (2020) Tests for conditional heteroscedasticity of functional data. Journal of Time Series Analysis, 41 (6). pp. 733-758. DOI https://doi.org/10.1111/jtsa.12532
Rice, Gregory and Wirjanto, Tony and Zhao, Yuqian (2020) Forecasting Value at Risk via Intra-day Return Curves. International Journal of Forecasting, 36 (3). pp. 1023-1038. DOI https://doi.org/10.1016/j.ijforecast.2019.10.006