DSpace at EWHA: Browsing DSpace

Jump to:: All A B C D E F G H I J K L M N O P Q R S T U V W X Y Z; 가 나 다 라 마 바 사 아 자 차 카 타 파 하

Showing results 1 to 8 of 8

Issue Date	Title	Author(s)	Type
2015	A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model	신동완	Article
2016	An integrated heteroscedastic autoregressive model for forecasting realized volatilities	신동완	Article
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

NL repository