DSpace at EWHA: Browsing DSpace

Showing results 1 to 4 of 4

Issue Date	Title	Author(s)	Type
2015	A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model	신동완	Article
2015	A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities	신동완	Article
2018	Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities?	신동완; 유재근	Article
2019	Quantile forecasts for financial volatilities based on parametric and asymmetric models	신동완	Article

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