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~accessRights:"restricted"
~isPartOf:"Discussion papers / Deutsches Institut für Wirtschaftsforschung"
~isPartOf:"Economics / Journal articles : the open-access, open-assessment journal"
~isPartOf:"Empirical economics : a quarterly journal of the Institute for Advanced Studies"
~isPartOf:"Journal of international economics"
~person:"Beverly, Josh"
~person:"Bierbaumer, Daniel"
~person:"Cho, Dooyeon"
~person:"McMillan, David G."
~subject:"Equity fund flows"
~subject:"Exchange rate"
~subject:"Oil price"
~subject:"Prognoseverfahren"
~subject:"Risk"
~subject:"Stock market"
~subject:"Time series analysis"
~type:"article"
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Beverly, Josh
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Approximating long-memory processes with low-order autoregressions : implications for modeling realized volatility
Baillie, Richard
;
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
64
(
2023
)
6
,
pp. 2911-2937
Persistent link: https://www.econbiz.de/10014329017
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2
On asymmetric volatility effects in currency markets
Cho, Dooyeon
;
Rho, Seunghwa
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
5
,
pp. 2149-2177
Persistent link: https://www.econbiz.de/10013197273
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