| 2000 | Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments | 소병수; 신동완 | Article |
| 2010 | Geometric ergodicity and moment conditions for a seasonal GARCH delwithperiodiccoefficients | 이외숙; 신동완 | Article |
| 2008 | Geometric ergodicity and β-mixing property for a multivariate CARR model | 이외숙; 신동완 | Article |
| 2022 | How to improve oil consumption forecast using google trends from online big data?: the structured regularization methods for large vector autoregressive model | 신동완 | Article |
| 2006 | Identifying differentially expressed genes in meta-analysis via Bayesian model-based clustering | 오만숙; 신동완; 강승호 | Article |
| 2013 | Imputation methods for quantile estimation under missing at random | 신동완 | Article |
| 2014 | Infinite-order, long-memory heterogeneous autoregressive models | 신동완 | Article |
| 2016 | Kernel estimators of mode under Psi-weak dependence | 신동완 | Article |
| 2014 | Korean, Japanese, and Chinese populations featured similar genes encoding drug-metabolizing enzymes and transporters: A DMET Plus microarray assessment | 신동완 | Article |
| 2015 | Long-memories and mean breaks in realized volatilities | 신동완 | Article |
| 2022 | LSTNet을 이용한 KOSPI 예측 | 최윤희 | Master's Thesis |
| 2004 | M-estimation for regressions with integrated regressors and ARMA errors | 이외숙; 신동완 | Article |
| 2016 | Maximal inequalities and an application under a weak dependence | 신동완 | Article |
| 1997 | Maximum Likelihood Estimation For Arma Models in the Presence of Arma Errors | 신동완 | Article |
| 2009 | ML estimation and an efficiency study for mean estimators in spatially correlated repeated arrays | 신동완 | Article |
| 2014 | Modeling and forecasting realized volatilities of korean financial assets featuring long memory and asymmetry | 신동완 | Article |
| 2013 | Modelling and forecasting realized volatilities of the log returns of Korean asset prices featuring long memory and asymmetry | 박소영 | Master's Thesis |
| 2019 | Moving block bootstrapping for a CUSUM test for correlation change | 신동완 | Article |
| 2020 | New models for Forecasting Realized Volatilities featuring Long memory, Asymmetry, and Outliers | 신지원 | Doctoral Thesis |
| 1999 | New tests for unit roots in autoregressive processes with possibly infinite variance errors | 소병수; 신동완 | Article |
| 2021 | Nonparametric estimation of time varying correlation coefficient | 신동완 | Article |
| 2004 | Normal tests for unit roots based on instrumental variable estimators | 소병수; 신동완 | Article |
| 2012 | On cumulative residual Kullback-Leibler information | 신동완 | Article |
| 2004 | On geometric ergodicity of an AR-ARCH type process with Markov switching | 이외숙; 신동완 | Article |
| 2000 | On geometric ergodicity of the MTAR process | 이외숙; 신동완 | Article |
| 2005 | On stationarity and β-mixing property of certain nonlinear GARCH(p,q) models | 이외숙; 신동완 | Article |
| 2012 | On the choice of nonparametric entropy estimator in entropy-based goodness-of-fit test statistics | 신동완 | Article |
| 2009 | Optimal tests against the alternative hypothesis of panel unit roots | 신동완 | Article |
| 2022 | Parallel architecture of CNN-bidirectional LSTMs for implied volatility forecast | 신동완 | Article |
| 2022 | Quantile correlation coefficient: a new tail dependence measure | 신동완 | Article |
