DSpace at EWHA: A CUSUM test for a long memory heterogeneous autoregressive model

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DC Field	Value	Language
dc.contributor.author	신동완	*
dc.contributor.author	황은주	*
dc.date.accessioned	2016-08-28T11:08:27Z	-
dc.date.available	2016-08-28T11:08:27Z	-
dc.date.issued	2013	*
dc.identifier.issn	0165-1765	*
dc.identifier.other	OAK-10881	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/227395	-
dc.description.abstract	C22; HAR model; Parameter constancy; Realized volatility; Structural break	*
dc.language	English	*
dc.title	A CUSUM test for a long memory heterogeneous autoregressive model	*
dc.type	Article	*
dc.relation.issue	3	*
dc.relation.volume	121	*
dc.relation.index	SSCI	*
dc.relation.index	SCOPUS	*
dc.relation.startpage	379	*
dc.relation.lastpage	383	*
dc.relation.journaltitle	Economics Letters	*
dc.identifier.doi	10.1016/j.econlet.2013.09.014	*
dc.identifier.wosid	WOS:000329145500008	*
dc.identifier.scopusid	2-s2.0-84885787226	*
dc.author.google	Hwang E.	*
dc.author.google	Shin D.W.	*
dc.contributor.scopusid	신동완(7403352539)	*
dc.contributor.scopusid	황은주(23094221200)	*
dc.date.modifydate	20240116115756	*