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Results 11-20 of 59 (Search time: 0.0 seconds).
Item hits:
Issue Date
Title
Author(s)
Type
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
2018
Forecasting realized volatility: A review
신동완
Review
2018
Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates
신동완
Article
2018
Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities?
신동완; 유재근
Article
2017
Estimation of structural mean breaks for long-memory data sets
신동완
Article
2017
Stationary bootstrapping for realized covariations of high frequency financial data
신동완
Article
2017
Bootstrap forecast intervals for asymmetric volatilities via EGARCH model
신동완
Article
2017
Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels
신동완
Article
2017
Bayesian analysis of financial volatilities addressing long-memory, conditional heteroscedasticity and skewed error distribution
오만숙; 신동완
Article
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