Results 1-2 of 2 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | Type |
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2015 | A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model | 신동완 | Article |
2018 | Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities? | 신동완; 유재근 | Article |