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Showing results 1 to 3 of 3

Issue DateTitleAuthor(s)Type
2017Stationary bootstrapping for realized covariations of high frequency financial data신동완Article
2017Stationary bootstrapping for structural break tests for a heterogeneous autoregressive model신동완Article
2018Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity신동완Article
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