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~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Public choice"
~language:"eng"
~person:"Baek, Changryong"
~subject:"Share price"
~subject:"Time series analysis"
~type_genre:"Article in journal"
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Baek, Changryong
Gil-Alaña, Luis A.
14
Franses, Philip Hans
10
Caporale, Guglielmo Maria
9
Hassler, Uwe
8
Peel, David
8
Ryu, Doojin
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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
Saved in:
2
Factor-augmented HAR model improves realized volatility forecasting
Kim, Dongwoo
;
Baek, Changryong
- In:
Applied economics letters
27
(
2020
)
12
,
pp. 1002-1009
Persistent link: https://www.econbiz.de/10012267030
Saved in:
3
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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