DSpace at EWHA

Browsing bySubjectVolatility forecasting

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
  • Sort by:
  • In order:
  • Results/Page
  • Authors/Record:

Showing results 1 to 3 of 3

Issue DateTitleAuthor(s)Type
2016An integrated heteroscedastic autoregressive model for forecasting realized volatilities신동완Article
2018Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities?신동완; 유재근Article
2019Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility신동완Article
1
  • Web of Science
  • Scopus
  • KCI
  • Impact Factor
  • SJR
  • DOAJ
  • SciVal(연구역량분석)
  • DB 이용팁
sherpa
search

BROWSE