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Results 1-3 of 3 (Search time: 0.004 seconds).
A threshold-asymmetric realized volatility for high frequency financial time series
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김지연;
황선영
Article
Issue Date
2018
Citation
응용통계연구, v.31, no.2, pp 205 - 216
Publisher
한국통계학회
Functional ARCH (fARCH) for high-frequency time series: illustration
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윤재은; 김종민;
황선영
Article
Issue Date
2017
Citation
응용통계연구, v.30, no.6, pp 983 - 991
Publisher
한국통계학회
Choice of frequency via principal component in high-frequency multivariate volatility models
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진민경; 윤재은;
황선영
Article
Issue Date
2017
Citation
응용통계연구, v.30, no.5, pp 747 - 757
Publisher
한국통계학회
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김지연
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진민경
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고빈도 시계열
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fARCH
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intraday volatility
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multivariate volatility
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principal component
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realized volatility (RV)
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threshold-RV
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고빈도 자료
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