Pages that link to "Item:Q2515853"

The following pages link to Forecasting the realized variance of the log-return of Korean won US dollar exchange rate addressing jumps both in stock-trading time and in overnight (Q2515853):

Displaying 2 items.

• A CUSUM test for panel mean change detection (Q508105) (← links)
• An integrated heteroscedastic autoregressive model for forecasting realized volatilities (Q530371) (← links)