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Showing results 12 to 22 of 22

Issue Date	Title	Author(s)	Type
2019	Forecast of realized covariance matrix based on asymptotic distribution of the LU decomposition with an application for balancing minimum variance portfolio	신동완	Article
2018	Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates	신동완	Article
2016	Kernel estimators of mode under Psi-weak dependence	신동완	Article
2015	Long-memories and mean breaks in realized volatilities	신동완	Article
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

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