| 2017 | Bayesian analysis of financial volatilities addressing long-memory, conditional heteroscedasticity and skewed error distribution | 오만숙; 신동완 | Article |
| 2005 | Bayesian analysis of panel data using an MTAR model | 오만숙; 신동완 | Article |
| 2002 | Bayesian analysis of regression models with spatially correlated errors and missing observations | 오만숙; 신동완 | Article |
| 2002 | Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reverisble jump Markov chain Monte Carlo approach | 오만숙; 신동완 | Article |
| 2005 | Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data | 오만숙; 신동완 | Article |
| 2010 | Bayesian tests for unit root and multiple breaks | 오만숙; 신동완 | Article |
| 2003 | Biases of the restricted maximum likelihood estimators for ARMA processes with polynomial time trend | 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 |
| 2014 | Block bootstrapping for kernel density estimators under ψ-weak dependence | 신동완; 황은주 | Article |
| 2017 | Bootstrap forecast intervals for asymmetric volatilities via EGARCH model | 신동완 | Article |
| - | Bootstrapping tests for breaks in mean or variance based on U-statistics | 신동완 | Article; Early Access |
| 2020 | Bootstrapping volatility spillover index | 신동완 | Article |
| 1999 | Cauchy estimators for autoregressive processes with applications to unit root tests and confidence intervals | 소병수; 신동완 | Article |
| 2005 | Comparison of panel unit root tests under cross sectional dependence | 신동완 | Article |
| 2001 | Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators | 소병수; 신동완 | Article |
| 2000 | Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends | 신동완 | Article |
| 1996 | Distribution of residual autocorrelations in nonstationary autoregressive processes | 신동완 | Article |
| 2018 | Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities? | 신동완; 유재근 | Article |
| 2008 | Double unit root tests for cross-sectionally dependent panel data | 오만숙; 신동완 | Article |
| 2002 | Efficiency of the OLSE for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors | 신동완 | Article |
| 2014 | Efficient realized variance, regression coefficient and correlation coefficient under different sampling time | 김정은 | Master's Thesis |
| 2012 | Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies | 신동완 | Article |
| 2004 | Estimation of spectral density for seasonal time series models | 신동완 | Article |
| 2017 | Estimation of structural mean breaks for long-memory data sets | 신동완 | Article |
| 1995 | ESTIMATION OF THE MULTIVARIATE AUTOREGRESSIVE MOVING AVERAGE HAVING PARAMETER RESTRICTIONS AND AN APPLICATION TO ROTATIONAL SAMPLING | 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 |
| 2020 | Forecasting Realized Volatility Using Data Normalization and Recurrent Neural Network | 이윤주 | Master's Thesis |
| 2018 | Forecasting realized volatility: A review | 신동완 | Review |
| 2021 | Forecasting Stock Volatility Using Deep Learning Methods with Search Queries | 서영은 | Master's Thesis |
