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Results 21-30 of 59 (Search time: 0.0 seconds).
Item hits:
Issue Date
Title
Author(s)
Type
2017
Stationary bootstrapping for structural break tests for a heterogeneous autoregressive model
신동완
Article
2017
A CUSUM test for panel mean change detection
신동완
Article
2017
Value at risk forecasting for volatility index
신동완
Article
2016
An integrated heteroscedastic autoregressive model for forecasting realized volatilities
신동완
Article
2016
Kernel estimators of mode under Psi-weak dependence
신동완
Article
2016
SUR Approach for IV Estimation of Canonical Contagion Models
신동완
Article
2016
Maximal inequalities and an application under a weak dependence
신동완
Article
2015
A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
신동완
Article
2015
A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model
신동완
Article
2015
Stationary bootstrapping for semiparametric panel unit root tests
신동완; 황은주
Article
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