Browsing "통계학전공" bySubjectrealized volatility
Showing results 1 to 4 of 4
| Issue Date | Title | Author(s) | Type |
|---|---|---|---|
| 2017 | Estimation of structural mean breaks for long-memory data sets | 신동완 | Article |
| 2024 | Forecasting realized volatility using data normalization and recurrent neural network | 신동완 | Article |
| 2018 | Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates | 신동완 | Article |
| 2018 | Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models | 신동완; 황은주 | Article |
03760 서울특별시 서대문구 이화여대길 52 이화여자대학교 도서관
COPYRIGHT 2016 BY EWHA WOMANS UNIVERSITY. ALL RIGHTS RESERVED
이화여자대학교 리포지터리는 국립중앙도서관 OAK 보급사업으로 구축되었습니다. Feedback