Browsing "통계학전공" bySubjectRealized volatility

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Showing results 3 to 4 of 4

Issue DateTitleAuthor(s)Type
2018Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities?신동완; 유재근Article
2019Quantile forecasts for financial volatilities based on parametric and asymmetric models신동완Article

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