Showing results 1 to 3 of 3
Issue Date | Title | Author(s) | Type |
---|---|---|---|
2017 | Dimension test approach of heteroscedasticity in the linear model | 유재근 | Article |
2018 | Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities? | 신동완; 유재근 | Article |
2015 | Long-memories and mean breaks in realized volatilities | 신동완 | Article |