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Showing results 1 to 3 of 3

Issue DateTitleAuthor(s)Type
2016An integrated heteroscedastic autoregressive model for forecasting realized volatilities신동완Article
2018Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity신동완Article
2019Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility신동완Article

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