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To, Thuy Duong


 SSRN Author Rank: 19,636 by Downloads
 

University of New South Wales, Sydney


 School of Banking and Finance,
 University of New South Wales
 Sydney, 2052
 Australia
 61295855865 (Phone)
 email address
 

Financial Research Network (FIRN)


 C/- University of Queensland Business School
 St Lucia, 4071 Brisbane
 Queensland
 Australia
 HOME PAGE: http://www.firn.org.au


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. To, Thuy Duong's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,497
Total
Citations
3
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Nguyen, Tho
Australian School of Business
Pham, Vu Thang Long
Osaka University - School of Economics
To, Thuy Duong
University of New South Wales, Sydney
Posted:
17 Oct 07
Last Revised:
24 Mar 09
995
(13,050)
 

2.  
The Volatility Structure of the Fixed Income Market Under the Hjm Framework: A Nonlinear Filtering Approach | Show Abstract | Download This Paper | Open PDF in Browser |
Computational Statistics and Data Analysis, Vol. 53, Issue 6, pp. 2075-2088
Number of Pages in PDF File: 31
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Hung, Hing
University of Technology Sydney (UTS) - School of Finance and Economics
To, Thuy Duong
University of New South Wales, Sydney
Posted:
02 May 06
Last Revised:
30 Aug 11
129
(146,561)
3

3.  
The Multifactor Nature of the Volatility of the Eurodollar Futures Market | Show Abstract | Download This Paper | Open PDF in Browser |
Quantitative Finance Research Centre Research Paper No. 150
Number of Pages in PDF File: 15
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
To, Thuy Duong
University of New South Wales, Sydney
Posted:
02 May 06
125
(150,262)
 

4.  
Pricing Risks across Currency Denominations | Show Abstract | Download This Paper | Open PDF in Browser |
UNSW Business School Research Paper No. 2015 BFIN 06, FIRN Research Paper No. 2589545
Number of Pages in PDF File: 61
Maurer, Thomas Andreas
Washington University in Saint Louis - John M. Olin Business School
To, Thuy Duong
University of New South Wales, Sydney
Tran, Ngoc-Khanh
Washington University in Saint Louis - John M. Olin Business School
Posted:
05 Apr 15
Last Revised:
05 Aug 15
98
(179,444)
 

5.  
Humps in the Volatility Structure of the Crude Oil Futures Market: New Evidence | Show Abstract | Download This Paper | Open PDF in Browser |
29th International Conference of the French Finance Association (AFFI) 2012
Number of Pages in PDF File: 38
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Kang, Boda
University of York - Department of Mathematics
Nikitopoulos Sklibosios, Christina
University of Technology, Sydney - Faculty of Business
To, Thuy Duong
University of New South Wales, Sydney
Posted:
09 Oct 12
97
(180,600)
 

6.  
The Return-Volatility Relation in Commodity Futures Markets | Show Abstract | Download This Paper | Open PDF in Browser |
UNSW Business School Research Paper No. 2015 BFIN 05
Number of Pages in PDF File: 30
Chiarella, Carl
University of Technology, Sydney - UTS Business School, Finance Discipline Group
Kang, Boda
University of York - Department of Mathematics
Nikitopoulos Sklibosios, Christina
University of Technology, Sydney - Faculty of Business
To, Thuy Duong
University of New South Wales, Sydney
Posted:
13 Jun 15
53
(254,244)
 


Records 1 - 6 of 6 matches
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