Browsing bySubjectHAR model
Showing results 4 to 8 of 8
| Issue Date | Title | Author(s) | Type |
|---|---|---|---|
| 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 |
03760 서울특별시 서대문구 이화여대길 52 이화여자대학교 도서관
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