Results 1-2 of 2 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | Type |
---|---|---|---|
2017 | Stationary bootstrapping for realized covariations of high frequency financial data | 신동완 | Article |
2017 | Stationary bootstrapping for structural break tests for a heterogeneous autoregressive model | 신동완 | Article |