Showing results 3 to 4 of 4
Issue Date | Title | Author(s) | Type |
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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 |