Browsing bySubjectConditional heteroscedasticity
Showing results 1 to 5 of 5
| Issue Date | Title | Author(s) | Type |
|---|---|---|---|
| 2021 | A self-normalization break test for correlation matrix | 신동완 | Article |
| 2020 | A self-normalization test for correlation change | 신동완 | Article |
| 2016 | An integrated heteroscedastic autoregressive model for forecasting realized volatilities | 신동완 | Article |
| 2019 | Moving block bootstrapping for a CUSUM test for correlation change | 신동완 | Article |
| 2017 | Value at risk forecasting for volatility index | 신동완 | Article |
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