Showing results 133 to 135 of 135
Issue Date | Title | Author(s) | Type |
---|---|---|---|
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 |
1999 | Weighted symmetric tests for cointegration based on residual | 신동완 | Article |