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~subject:"Heteroscedasticity"
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Heteroscedasticity
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Shin, Dong-wan
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So, Beong Soo
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Applied economics letters
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An invarant sign test for random walks based on recursive median adjustment
So, Beong Soo
;
Shin, Dong-wan
- In:
Journal of econometrics
102
(
2001
)
2
,
pp. 197-229
Persistent link: https://www.econbiz.de/10001580614
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A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
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3
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
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