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4. Journal of the Korean Statistical Society Cho 45 371 2016 10.1016/j.jkss.2015.12.004 An integrated heteroscedastic autoregressive model for forecasting realized volatilities 

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10. Statistics & Probability Letters Hwang 99 167 2015 10.1016/j.spl.2015.01.013 A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model 

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17. Journal of the Korean Statistical Society Yun 44 390 2015 10.1016/j.jkss.2014.11.001 Forecasting the realized variance of the log-return of Korean won US dollar exchange rate addressing jumps both in stock-trading time and in overnight 

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