Showing results 3 to 5 of 5
Issue Date | Title | Author(s) | Type |
---|---|---|---|
2018 | Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities? | 신동완; 유재근 | Article |
2018 | Forecasting realized volatility: A review | 신동완 | Review |
2019 | Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility | 신동완 | Article |