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Results 11-20 of 59 (Search time: 0.0 seconds).
Item hits:
Issue Date
Title
Author(s)
Type
2015
A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
신동완
Article
2015
A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model
신동완
Article
2017
Bootstrap forecast intervals for asymmetric volatilities via EGARCH model
신동완
Article
2014
A bootstrap test for jumps in financial economics
신동완
Article
2012
On the choice of nonparametric entropy estimator in entropy-based goodness-of-fit test statistics
신동완
Article
2016
An integrated heteroscedastic autoregressive model for forecasting realized volatilities
신동완
Article
2016
Kernel estimators of mode under Psi-weak dependence
신동완
Article
2014
Modeling and forecasting realized volatilities of korean financial assets featuring long memory and asymmetry
신동완
Article
2019
Three regime bivariate normal distribution: a new estimation method for co-value-at-risk, CoVaR
신동완
Article
2016
SUR Approach for IV Estimation of Canonical Contagion Models
신동완
Article
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HAR model
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