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Results 171-180 of 293 (Search time: 0.0 seconds).
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Issue Date
Title
Author(s)
Type
2012
Stationary bootstrap for kernel density estimators under ψ-weak dependence
신동완; 황은주
Article
2012
Strong consistency of the stationary bootstrap under ψ-weak dependence
신동완; 황은주
Article
2010
Geometric ergodicity and moment conditions for a seasonal GARCH delwithperiodiccoefficients
이외숙; 신동완
Article
2018
Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity
신동완
Article
2018
Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models
신동완; 황은주
Article
2019
Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility
신동완
Article
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
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Markov chain Monte Carlo
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