| 2017 | A CUSUM test for panel mean change detection | 신동완 | Article |
| 2015 | A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model | 신동완 | Article |
| 2015 | A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities | 신동완 | Article |
| 2007 | A sign test for unit roots in a seasonal MTAR model | 신동완 | Article |
| 2016 | An integrated heteroscedastic autoregressive model for forecasting realized volatilities | 신동완 | Article |
| 2020 | Block bootstrapping for a panel mean break test | 신동완 | Article |
| 2015 | Block Bootstrapping for Kernel Density Estimators under psi-Weak Dependence (vol 43, pg 3751, 2014) | 신동완 | Correction |
| - | Bootstrapping tests for breaks in mean or variance based on U-statistics | 신동완 | Article; Early Access |
| 2020 | Bootstrapping volatility spillover index | 신동완 | Article |
| 2018 | Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities? | 신동완; 유재근 | Article |
| 2017 | Estimation of structural mean breaks for long-memory data sets | 신동완 | Article |
| 2019 | Forecast of realized covariance matrix based on asymptotic distribution of the LU decomposition with an application for balancing minimum variance portfolio | 신동완 | Article |
| 2018 | Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates | 신동완 | Article |
| 2016 | Kernel estimators of mode under Psi-weak dependence | 신동완 | Article |
| 2015 | Long-memories and mean breaks in realized volatilities | 신동완 | Article |
| 2017 | Stationary bootstrapping for realized covariations of high frequency financial data | 신동완 | Article |
| 2016 | SUR Approach for IV Estimation of Canonical Contagion Models | 신동완 | Article |
| 2018 | Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models | 신동완; 황은주 | Article |
| 2019 | Three regime bivariate normal distribution: a new estimation method for co-value-at-risk, CoVaR | 신동완 | Article |
| 2018 | Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity | 신동완 | Article |
| 2017 | Value at risk forecasting for volatility index | 신동완 | Article |
| 2019 | Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility | 신동완 | Article |
