Browsing bySubjectrealized volatility

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Showing results 1 to 3 of 3

Issue DateTitleAuthor(s)Type
2017Estimation of structural mean breaks for long-memory data sets신동완Article
2018Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates신동완Article
2018Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models신동완; 황은주Article

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