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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"Economics letters"
~isPartOf:"Journal of forecasting"
~isPartOf:"Statistical papers"
~person:"Hwang, Eunju"
~person:"Song, Seuck-heun"
~subject:"Estimation"
~subject:"HAR model"
~subject:"Schätztheorie"
~subject:"Share price"
~subject:"Statistical distribution"
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Hwang, Eunju
Song, Seuck-heun
Baltagi, Badi H.
13
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13
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10
Tran-van-Hoa
10
Ullah, Aman
10
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9
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6
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6
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Su, Liangjun
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Tu, Yundong
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Applied economics
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1
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1
A multivariate HAR-RV model with heteroscedastic errors and its WLS estimation
Hwang, Eunju
;
Hong, Wontack
- In:
Economics letters
203
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607334
Saved in:
2
A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan
;
Hwang, Eunju
- In:
Economics letters
129
(
2015
),
pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
Saved in:
3
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
Saved in:
4
A CUSUM test for a long memory heterogeneous autoregressive model
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
121
(
2013
)
3
,
pp. 379-383
Persistent link: https://www.econbiz.de/10010392170
Saved in:
5
A note on S2 in a spatially correlated error components regression model for panel data
Song, Seuck-heun
;
Lee, Jaejun
- In:
Economics letters
101
(
2008
)
1
,
pp. 41-43
Persistent link: https://www.econbiz.de/10003787455
Saved in:
6
Relative efficiency of OLSE and COTE for seasonal autoregressive disturbances
Jeske, Roland
;
Song, Seuck-heun
- In:
Statistical papers
44
(
2003
)
3
,
pp. 421-432
Persistent link: https://www.econbiz.de/10001769885
Saved in:
7
Relative efficiency of first difference estimator in panel data regression with serially correlated error components
Song, Seuck-heun
;
Stemann, Dietmar
- In:
Statistical papers
40
(
1999
)
2
,
pp. 185-198
Persistent link: https://www.econbiz.de/10001389146
Saved in:
8
Consistency and asymptotic unbiasedness of S2 in the serially correlated error components regression model for panel data
Song, Seuck-heun
- In:
Statistical papers
37
(
1996
)
3
,
pp. 267-275
Persistent link: https://www.econbiz.de/10001204327
Saved in:
9
The efficiency of the sample mean in a linear regression model when errors follow a first-order moving average process
Jeske, Roland
- In:
Economics letters
52
(
1996
)
3
,
pp. 235-240
Persistent link: https://www.econbiz.de/10001212515
Saved in:
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