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dc.contributor.author신동완-
dc.date.accessioned2016-08-29T12:08:42Z-
dc.date.available2016-08-29T12:08:42Z-
dc.date.issued2014-
dc.identifier.issn1226-3192-
dc.identifier.otherOAK-14463-
dc.identifier.urihttp://dspace.ewha.ac.kr/handle/2015.oak/230356-
dc.description.abstractContinuous jump decomposition; High frequency data; Jump; Long-memory; Overnight realized variance; Primary; Secondary; Volatility forecasting; Volatility spillover-
dc.languageEnglish-
dc.publisherKorean Statistical Society-
dc.titleForecasting the realized variance of the log-return of Korean won US dollar exchange rate addressing jumps both in stock-trading time and in overnight-
dc.typeArticle in Press-
dc.relation.indexSCIE-
dc.relation.indexSCOPUS-
dc.relation.indexKCI-
dc.relation.journaltitleJournal of the Korean Statistical Society-
dc.identifier.doi10.1016/j.jkss.2014.11.001-
dc.identifier.wosidWOS:000360252600006-
dc.identifier.scopusid2-s2.0-84914141819-
dc.author.googleYun S.-
dc.author.googleShin D.W.-
dc.contributor.scopusid신동완(7403352539)-
dc.date.modifydate20170601133439-
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자연과학대학 > 통계학전공 > Journal papers
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