Results 1-4 of 4 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | Type |
---|---|---|---|
2017 | Estimation of structural mean breaks for long-memory data sets | 신동완 | Article |
2018 | Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models | 신동완; 황은주 | Article |
2018 | Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates | 신동완 | Article |
2024 | Forecasting realized volatility using data normalization and recurrent neural network | 신동완 | Article |