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~isPartOf:"Economics letters"
~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~person:"Hwang, Eunju"
~subject:"Realized volatility"
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Realized volatility
Estimation theory
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Statistical test
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Hwang, Eunju
Ma, Feng
2
Shin, Dong-wan
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Economics letters
International review of economics & finance : IREF
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1
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:
2
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
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