Communications for Statistical Applications and Methods

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Fig. 6.

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Fig. 6. Diagnostic plots from HAR-NN model for the KOSPI RV. HAR = heterogeneous autoregressive model; NN = neural network, RV = realized volatility.
Communications for Statistical Applications and Methods 2018;25:659-71 https://doi.org/10.29220/CSAM.2018.25.6.659
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