Results 1-4 of 4 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | Type |
---|---|---|---|
2017 | Estimation of structural mean breaks for long-memory data sets | 신동완 | Article |
2017 | Value at risk forecasting for volatility index | 신동완 | Article |
2016 | An integrated heteroscedastic autoregressive model for forecasting realized volatilities | 신동완 | Article |
2015 | A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model | 신동완 | Article |