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Results 1-6 of 6 (Search time: 0.186 seconds).
A CUSUM test for tail behavior of GARCH(1,1) models
황은주
Conference
Issue Date
2018
Place
이탈리아; 이탈리아 피사대학교
Weak convergence of stationary bootstrapped empirical processes and its applications to time series
황은주
Conference
Issue Date
2016
Place
대한민국; 대전통계청
Stationary bootstrapping for realized covolatility with high frequency noisy and asynchronous observations
황은주
Conference
Issue Date
2016
Place
스페인; University of Seville, Spein
A bootstraap test for the tail index of autoregressive models with heavy-tailed innovations
황은주
Conference
Issue Date
2017
Place
네델란드; Delft University of Technology
A tail index test for AR time series model with Pareto errors using subsampling
황은주
Conference
Issue Date
2017
Place
대한민국; 숙명여자대학교
Stationary bootstrapping for realized regression coefficient and realized correlation coefficient of high frequency financial data
황은주
Conference
Issue Date
2014
Place
대한민국; 중앙대학교
1
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10th International Conference on ...
1
2014년도 추계학술논문발표회 프로시딩
1
2016년도 추계학술논문발표회 프로시딩
1
Book of Abstract CFE-CMStatistics...
1
The book of Abstracts for 10th In...
1
학술논문발표회프로시딩
1
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