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Showing results 7 to 9 of 9

Issue DateTitleAuthor(s)Type
2017Stationary bootstrapping for realized covariations of high frequency financial data신동완Article
2018Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models신동완; 황은주Article
2018Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity신동완Article
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