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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~person:"Baek, Changryong"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Baek, Changryong
Franses, Philip Hans
10
Hecq, Alain W. J.
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Volatility changes in cryptocurrencies : evidence from sparse VHAR-MGARCH model
Lee, Seungwon
;
Baek, Changryong
- In:
Applied economics letters
30
(
2023
)
11
,
pp. 1496-1504
Persistent link: https://www.econbiz.de/10014304401
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Can Markov switching model generate long memory?
Baek, Changryong
;
Fortuna, Natércia
;
Pipiras, Vladas
- In:
Economics letters
124
(
2014
)
1
,
pp. 117-121
Persistent link: https://www.econbiz.de/10010490562
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