SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Thuy‐Duong Tô · Study

Home/Author

Thuy‐Duong Tô

4 works· latest 2015· 1 institutionscluster: provisionalORCID 0000-0001-9125-7773

h-index4

i104

Citations143

Works here4

08

13

15

Most cited in this library

The Return–Volatility Relation in Commodity Futures Markets2015 · 61 citations
Humps in the volatility structure of the crude oil futures market: New evidence2013 · 33 citations
Pricing Risks Across Currency Denominations2015 · 27 citations
The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach2008 · 22 citations

Works

4 shown

The Return–Volatility Relation in Commodity Futures Markets

Journal of Futures Markets·2015·4 authors·Open access

61citations

Pricing Risks Across Currency Denominations

Management Science·2015·3 authors·Open access

27citations

Humps in the volatility structure of the crude oil futures market: New evidence

Energy Economics·2013·4 authors·Open access

33citations

The volatility structure of the fixed income market under the HJM framework: A nonlinear filtering approach

Computational Statistics & Data Analysis·2008·3 authors·Open access

22citations