Results 51-55 of 55 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | Type |
---|---|---|---|
2017 | A CUSUM test for panel mean change detection | 신동완 | Article |
2017 | Value at risk forecasting for volatility index | 신동완 | Article |
2019 | Quantile forecasts for financial volatilities based on parametric and asymmetric models | 신동완 | Article |
2013 | A CUSUM test for a long memory heterogeneous autoregressive model | 신동완; 황은주 | Article |
2018 | Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities? | 신동완; 유재근 | Article |