Browsing by Author 신동완

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Showing results 55 to 84 of 147

Issue DateTitleAuthor(s)Type
2019Forecast of realized covariance matrix based on asymptotic distribution of the LU decomposition with an application for balancing minimum variance portfolio신동완Article
2018Forecasting realized volatility: A review신동완Review
2014Forecasting the realized variance of the log-return of Korean won US dollar exchange rate addressing jumps both in stock-trading time and in overnight윤수인Master's Thesis
2014Forecasting the realized variance of the log-return of Korean won US dollar exchange rate addressing jumps both in stock-trading time and in overnight신동완Article in Press
2015Forecasting the realized volatility of the log returns of the KOSPI using the four types of sampling intervals김여경Master's Thesis
2018Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates신동완Article
2004Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors오만숙; 신동완Article
2001Functional central limit theorems for iterated function systems controlled by regenerative sequences이외숙; 신동완Article
2000Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments소병수; 신동완Article
2010Geometric ergodicity and moment conditions for a seasonal GARCH delwithperiodiccoefficients이외숙; 신동완Article
2008Geometric ergodicity and β-mixing property for a multivariate CARR model이외숙; 신동완Article
2006Identifying differentially expressed genes in meta-analysis via Bayesian model-based clustering오만숙; 신동완; 강승호Article
2013Imputation methods for quantile estimation under missing at random신동완Article
2014Infinite-order, long-memory heterogeneous autoregressive models신동완Article
2016Kernel estimators of mode under ψ-weak dependence신동완Article
2014Korean, Japanese, and Chinese populations featured similar genes encoding drug-metabolizing enzymes and transporters: A DMET Plus microarray assessment신동완Article
2015Long-memories and mean breaks in realized volatilities신동완Article
2004M-estimation for regressions with integrated regressors and ARMA errors이외숙; 신동완Article
2016Maximal inequalities and an application under a weak dependence신동완Article
1997Maximum Likelihood Estimation For Arma Models in the Presence of Arma Errors신동완Article
2009ML estimation and an efficiency study for mean estimators in spatially correlated repeated arrays신동완Article
2014Modeling and forecasting realized volatilities of korean financial assets featuring long memory and asymmetry신동완Article
2013Modelling and forecasting realized volatilities of the log returns of Korean asset prices featuring long memory and asymmetry박소영Master's Thesis
2019Moving block bootstrapping for a CUSUM test for correlation change신동완Article
1999New tests for unit roots in autoregressive processes with possibly infinite variance errors소병수; 신동완Article
2004Normal tests for unit roots based on instrumental variable estimators소병수; 신동완Article
2012On cumulative residual Kullback-Leibler information신동완Article
2004On geometric ergodicity of an AR-ARCH type process with Markov switching이외숙; 신동완Article
2000On geometric ergodicity of the MTAR process이외숙; 신동완Article
2005On stationarity and β-mixing property of certain nonlinear GARCH(p,q) models이외숙; 신동완Article

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