Showing results 3 to 8 of 8
Issue Date | Title | Author(s) | Type |
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2018 | Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities? | 신동완; 유재근 | Article |
2017 | Estimation of structural mean breaks for long-memory data sets | 신동완 | Article |
2018 | Forecasting realized volatility: A review | 신동완 | Review |
2018 | Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models | 신동완; 황은주 | Article |
2017 | Value at risk forecasting for volatility index | 신동완 | Article |
2019 | Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility | 신동완 | Article |