On asymmetric volatility effects in currency markets von Cho, Dooyeon, Rho, Seunghwa

Volltext

Long Memory, Realized Volatility and Heterogeneous Autoregressive Models von Baillie, Richard T., Calonaci, Fabio, Cho, Dooyeon, Rho, Seunghwa

Volltext

Reassessing growth vulnerability von Cho, Dooyeon, Rho, Seunghwa

Volltext

Time variation in the persistence of unemployment over the past century von Cho, Dooyeon, Rho, Seunghwa

Volltext

Are all firms inefficient? von Rho, Seunghwa, Schmidt, Peter

Volltext

Inference in time series models using smoothed-clustered standard errors von Rho, Seunghwa, Vogelsang, Timothy J.

Volltext

Physical and Psychological Burden among Caregivers of Latinx Older Adults with Stroke and Multimorbidity von Krishnan, Shilpa, Chen, Haobin Tony, Caston, Sarah, Rho, Seunghwa

Volltext

Combining Long and Short Memory in Time Series Models: the Role of Asymptotic Correlations of the M L E s von Baillie, Richard T., Cho, Dooyeon, Rho, Seunghwa

Volltext

Approximating long-memory processes with low-order autoregressions: Implications for modeling realized volatility von Baillie, Richard T., Cho, Dooyeon, Rho, Seunghwa

Volltext