Results 1-4 of 4 (Search time: 0.002 seconds).
|2015||A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model||신동완||Article|
|2015||A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities||신동완||Article|
|2018||Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities?||신동완; 유재근||Article|
|2019||Quantile forecasts for financial volatilities based on parametric and asymmetric models||신동완||Article|