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Title
Author(s)
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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
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HAR model
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Market microstructure noise
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realized volatility
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asymmetry
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