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1 Muller, U. A., "Volatilities of different time resolutions-analyzing the dynamics of market components" 4 : 213-239, 1997
2 Huang, X., "The relative contribution of jumps to total price variance" 3 : 456-499, 2005
3 Andersen, T. G., "The distribution of realzed stock return volatility" 61 : 43-76, 2001
4 Breidit, F. J., "The detection and estimation of long-memory in stochastic volatility" 83 : 325-348, 1998
5 Brogaard, J., "The asset-pricing implications of government economic policy uncertainty" 61 : 3-18, 2015
6 Barndorff-Nielsen, O. E., "Power and bipower variation with stochastic volatility and jumps" 2 : 1-37, 2004
7 Merton, R. C, "On estimating the expected return on the market : an exploratory investigation" 8 : 323-361, 1980
8 Baker, S. R., "Measuring Economic Policy Uncertainty" NBER 2015
9 Comte, F., "Long memory in continuous time stochastic volatility models" 8 : 291-323, 1998
10 Baillie, R. T., "Fractionally integrated generalized autoregressive conditional heteroskedasticity" 74 : 3-30, 1996
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19 윤병조, "Bayesian Time-Varying Parameter VAR 모형을 이용한 아시아 주식시장과 경제정책 불확실성에 관한 연구" 한국국제경영관리학회 24 (24): 85-93, 2020
20 Andersen, T. G., "Answering the skeptics : yes, standard volatility models do provide accurate forecasts" 39 : 885-905, 1998
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