DSpace at EWHA: Infinite-order, long-memory heterogeneous autoregressive models

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DC Field	Value	Language
dc.contributor.author	신동완	*
dc.date.accessioned	2016-08-28T11:08:22Z	-
dc.date.available	2016-08-28T11:08:22Z	-
dc.date.issued	2014	*
dc.identifier.issn	0167-9473	*
dc.identifier.other	OAK-11533	*
dc.identifier.uri	https://dspace.ewha.ac.kr/handle/2015.oak/227922	-
dc.description.abstract	Asymptotic property; HAR-RV model; Least squares estimator; Prediction mean-squared error; Realized volatility	*
dc.language	English	*
dc.publisher	Elsevier	*
dc.title	Infinite-order, long-memory heterogeneous autoregressive models	*
dc.type	Article	*
dc.relation.volume	76	*
dc.relation.index	SCIE	*
dc.relation.index	SCOPUS	*
dc.relation.startpage	339	*
dc.relation.lastpage	358	*
dc.relation.journaltitle	Computational Statistics and Data Analysis	*
dc.identifier.doi	10.1016/j.csda.2013.08.009	*
dc.identifier.wosid	WOS:000337771800024	*
dc.identifier.scopusid	2-s2.0-84901605484	*
dc.author.google	Hwang E.	*
dc.author.google	Shin D.W.	*
dc.contributor.scopusid	신동완(7403352539)	*
dc.date.modifydate	20240116115756	*