Results 1-5 of 5 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | Type |
---|---|---|---|
2021 | A self-normalization break test for correlation matrix | 신동완 | Article |
2016 | An integrated heteroscedastic autoregressive model for forecasting realized volatilities | 신동완 | Article |
2019 | Moving block bootstrapping for a CUSUM test for correlation change | 신동완 | Article |
2020 | A self-normalization test for correlation change | 신동완 | Article |
2017 | Value at risk forecasting for volatility index | 신동완 | Article |