| 2011 | Semiparametric estimation for partially linear models with ψ-weak dependent errors | 신동완; 황은주 | Article |
| 1999 | Semiparametric tests for double unit roots based on symmetric estimators | 신동완 | Article |
| 2000 | Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE | 오만숙; 신동완 | Article |
| 1997 | Semiparametric unit root tests based on symmetric estimators | 소병수; 신동완 | Article |
| 2012 | Stationary bootstrap for kernel density estimators under ψ-weak dependence | 신동완; 황은주 | Article |
| 2013 | Stationary bootstrapping for cointegrating regressions | 신동완; 황은주 | Article |
| 2017 | Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels | 신동완 | Article |
| 2011 | Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model | 신동완; 황은주 | Article |
| 2014 | Stationary bootstrapping for panel cointegration tests under cross-sectional dependence | 신동완 | Article in Press |
| 2017 | Stationary bootstrapping for realized covariations of high frequency financial data | 신동완 | Article |
| 2015 | Stationary bootstrapping for semiparametric panel unit root tests | 신동완; 황은주 | Article |
| 2017 | Stationary bootstrapping for structural break tests for a heterogeneous autoregressive model | 신동완 | Article |
| 2013 | Stationary bootstrapping realized volatility | 신동완; 황은주 | Article |
| 2013 | Stationary bootstrapping realized volatility under market microstructure noise | 신동완; 황은주 | Article |
| 1999 | Stationary solutions for iterated function systems controlled by stationary processes | 이외숙; 신동완 | Article |
| 2004 | Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility | 이외숙; 신동완 | Article |
| 2012 | Strong consistency of the stationary bootstrap under ψ-weak dependence | 신동완; 황은주 | Article |
| 2014 | Structural Breaks and Long Memory Property in Modeling and Forecasting Realized Volatility | 송혜진 | Master's Thesis |
| 2020 | Studies on dynamics of correlation coefficients | 최지은 | Doctoral Thesis |
| 2017 | Studies on financial time series focusing on volatility and contagion | 김효진 | Doctoral Thesis |
| 2024 | Subsample scan test for multiple breaks based on self-normalization | 신동완 | Article |
| 2016 | SUR Approach for IV Estimation of Canonical Contagion Models | 신동완 | Article |
| 2023 | SVM, LSTM, CNN-LSTM과 TCN을 이용한 금 가격 예측 | 박경윤 | Master's Thesis |
| 1996 | Testing for a unit root in an AR(1) time series using irregularly observed data | 신동완 | Article |
| 2001 | Testing for one-sided group effects in repeated measures study | 신동완 | Article |
| 1996 | Testing for ordered group effects with repeated measurements | 신동완 | Article |
| 2006 | Tests for asymmetry in possibly nonstationary dynamic panel models | 신동완 | Article |
| 2001 | Tests for asymmetry in possibly nonstationary time series data | 이외숙; 신동완 | Article |
| 2014 | Tests for random time effects and spatial error correlation in panel regression models | 신동완 | Article |
| 2009 | Tests for seasonal unit roots in panels of cross-sectionally correlated time series | 오만숙; 신동완 | Article |
