Showing results 1 to 3 of 3
Issue Date | Title | Author(s) | Type |
---|---|---|---|
2015 | Long-memories and mean breaks in realized volatilities | 신동완 | Article |
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 |