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Results 11-20 of 134 (Search time: 0.0 seconds).
Item hits:
Issue Date
Title
Author(s)
Type
2010
Geometric ergodicity and moment conditions for a seasonal GARCH delwithperiodiccoefficients
이외숙; 신동완
Article
2006
Unit root tests for cross-sectionally dependent seasonal panels
신동완; 이용희
Article
2003
An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models
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
2021
Nonparametric estimation of time varying correlation coefficient
신동완
Article
2005
Comparison of panel unit root tests under cross sectional dependence
신동완
Article
2004
Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility
이외숙; 신동완
Article
2009
A robust sign test for panel unit roots under cross sectional dependence
오만숙; 신동완
Article
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강승호
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오만숙
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유재근
15
이외숙
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이용희
13
황은주
-Subject
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HAR model
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Conditional heteroscedasticity
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CUSUM test
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Realized volatility
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Bootstrap test
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High frequency data
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long-memory
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Market microstructure noise
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2020 - 2024
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