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자연과학대학
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Results 1-10 of 55 (Search time: 0.0 seconds).
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Issue Date
Title
Author(s)
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2019
Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility
신동완
Article
2019
Three regime bivariate normal distribution: a new estimation method for co-value-at-risk, CoVaR
신동완
Article
2019
Forecast of realized covariance matrix based on asymptotic distribution of the LU decomposition with an application for balancing minimum variance portfolio
신동완
Article
2019
Moving block bootstrapping for a CUSUM test for correlation change
신동완
Article
2019
The roles of differencing and dimension reduction in machine learning forecasting of employment level using the FRED big data
신동완
Article
2019
Quantile forecasts for financial volatilities based on parametric and asymmetric models
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
2018
Forecasting realized volatility: A review
신동완
Review
2018
Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates
신동완
Article
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