Results 1-7 of 7 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | Type |
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2017 | Estimation of structural mean breaks for long-memory data sets | 신동완 | Article |
2018 | Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models | 신동완; 황은주 | Article |
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 | Forecasting realized volatility: A review | 신동완 | Review |
2017 | Value at risk forecasting for volatility index | 신동완 | Article |
2018 | Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities? | 신동완; 유재근 | Article |