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Browsing byAuthorShin, Dong Wan
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Showing results 16 to 22 of 22
Issue Date
Title
Author(s)
Type
2017
Stationary bootstrapping for realized covariations of high frequency financial data
신동완
Article
2016
SUR Approach for IV Estimation of Canonical Contagion Models
신동완
Article
2018
Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models
신동완; 황은주
Article
2019
Three regime bivariate normal distribution: a new estimation method for co-value-at-risk, CoVaR
신동완
Article
2018
Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity
신동완
Article
2017
Value at risk forecasting for volatility index
신동완
Article
2019
Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility
신동완
Article
1
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