Kamu erişimi zorunlu olan makaleler - Tony S. WirjantoDaha fazla bilgi edinin
Hiçbir yerde sunulmuyor: 2
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution: evidence from China
D Wang, J Ding, G Chu, D Xu, TS Wirjanto
Applied Economics 53 (7), 781-804, 2021
Zorunlu olanlar: National Natural Science Foundation of China
Implied Volatility Surfaces During the Period of Global Financial Crisis
AZ TS Wirjanto
International Journal of Financial Engineering, 2017
Zorunlu olanlar: Social Sciences and Humanities Research Council, Canada
Bir yerde sunuluyor: 9
The return premiums to accruals quality
SP Bandyopadhyay, AG Huang, KJ Sun, TS Wirjanto
Review of Quantitative Finance and Accounting 48, 83-115, 2017
Zorunlu olanlar: Social Sciences and Humanities Research Council, Canada
Forecasting value at risk with intra-day return curves
G Rice, T Wirjanto, Y Zhao
International journal of forecasting 36 (3), 1023-1038, 2020
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada, Social Sciences …
Exploring volatility of crude oil intraday return curves: A functional GARCH-X model
G Rice, T Wirjanto, Y Zhao
Journal of Commodity Markets 32, 100361, 2023
Zorunlu olanlar: US National Science Foundation
Wrong-way risk bounds in counterparty credit risk management
A Memartoluie, D Saunders, T Wirjanto
Journal of Risk Management in Financial Institutions 10 (2), 150-163, 2017
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada, Social Sciences …
Threshold stochastic conditional duration model for financial transaction data
Z Men, AW Kolkiewicz, TS Wirjanto
Journal of Risk and Financial Management 12 (2), 88, 2019
Zorunlu olanlar: Social Sciences and Humanities Research Council, Canada
The impacts of financial crisis on sovereign credit risk analysis in Asia and Europe
M Zhang, AW Kolkiewicz, TS Wirjanto, X Li
International Journal of Financial Engineering 2 (03), 1550026, 2015
Zorunlu olanlar: Social Sciences and Humanities Research Council, Canada
Stationarity as a Path Property
TSW Y Shen
Working Paper, 2017
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada
Age matters
D Guo, PP Boyle, C Weng, TS Wirjanto
Available at SSRN 3363360, 2019
Zorunlu olanlar: Natural Sciences and Engineering Research Council of Canada
Applications of random-matrix theory and nonparametric change-point analysis to three notable systemic crises
D Melkuev, D Guo, TS Wirjanto
Quantitative Finance and Economics 2 (2), 413-467, 2018
Zorunlu olanlar: Social Sciences and Humanities Research Council, Canada
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