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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"European economic review : EER"
~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~language:"hun"
~person:"Shin, Dong-wan"
~subject:"EU-Staaten"
~subject:"Konsumentenverhalten"
~subject:"Share price"
~subject:"United Kingdom"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
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EU-Staaten
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Volatilität
Estimation theory
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7
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7
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6
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6
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6
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5
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Shin, Dong-wan
Gupta, Rangan
19
Peel, David
13
Sosvilla-Rivero, Simón
13
Ma, Feng
12
Gil-Alaña, Luis A.
11
Ryu, Doojin
11
Apergēs, Nikolaos
10
Yin, Libo
9
Chan, Kam C.
8
Grobys, Klaus
8
Hamori, Shigeyuki
8
Wohar, Mark E.
8
Gómez Puig, Marta
7
Han, Liyan
7
Lucey, Brian M.
7
Pierdzioch, Christian
7
Salisu, Afees A.
7
Schaub, Mark
7
Sousa, Ricardo M.
7
Taylor, Mark P.
7
Wu, Chunchi
7
Blackaby, David
6
Chevallier, Julien
6
Cuestas, Juan Carlos
6
Egger, Peter
6
Hammoudeh, Shawkat
6
Kutan, Ali Mustafa
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MacDonald, Ronald
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McAleer, Michael
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Sahuc, Jean-Guillaume
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Tiwari, Aviral Kumar
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Zhang, Bing
6
Zhang, Wei
6
Afonso, António
5
Altunbaş, Yener
5
Brooks, Robert
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Campos, Nauro
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Applied economics letters
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European economic review : EER
International review of economics & finance : IREF
Asia-Pacific journal of financial studies
1
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1
Journal of forecasting
1
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ECONIS (ZBW)
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1
A mean-difference test based on self-normalization for alternating regime index data sets
Kim, Bo Gyeong
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012509216
Saved in:
2
Value at risk forecasting for volatility index
Park, Seul-Ki
;
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Applied economics letters
24
(
2017
)
21
,
pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
Saved in:
3
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:
4
Long-memories and mean breaks in realized volatilities
Song, Hyejin
;
Shin, Dong-wan
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1273-1280
Persistent link: https://www.econbiz.de/10011380139
Saved in:
5
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:
6
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:
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