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Asymptotic properties of GARCH...
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Han, Heejoon
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Park, Joon Y.
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Journal of econometrics
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OLC EcoSci
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1
Comparison of Realized Measure and Implied Volatility in Forecasting Volatility
Han, Heejoon
;
Park, Myung D.
- In:
Journal of forecasting
32
(
2013
)
6
,
pp. 522-533
Persistent link: https://www.econbiz.de/10010156094
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Time series properties of ARCH processes with persistent covariates
Han, Heejoon
;
Park, Joon Y.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 275-292
Persistent link: https://www.econbiz.de/10008135099
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3
ARCH/GARCH with persistent covariate: Asymptotic theory of MLE
Han, Heejoon
;
Park, Joon Y.
- In:
Journal of econometrics
167
(
2012
)
1
,
pp. 95-113
Persistent link: https://www.econbiz.de/10009825296
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4
Time series properties of ARCH processes with persistent covariates
Han, Heejoon
;
Park, Joon Y.
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 275-293
Persistent link: https://www.econbiz.de/10008898219
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