| 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 |
| 2010 | Bayesian tests for unit root and multiple breaks | 오만숙; 신동완 | Article |
| 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 |
| 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 |
| 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 |
| 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 |
| 2012 | Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies | 신동완 | Article |
| 2006 | Erratum: Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data (Computational Statistics and Data Analysis (2005) 49:4 (1192-1204) DOI: 10.1016/j.csda.2004.07.023) | 오만숙 | Erratum |
| 2004 | Estimation of spectral density for seasonal time series models | 신동완 | Article |
| 1995 | ESTIMATION OF THE MULTIVARIATE AUTOREGRESSIVE MOVING AVERAGE HAVING PARAMETER RESTRICTIONS AND AN APPLICATION TO ROTATIONAL SAMPLING | 신동완 | Article |
| 2018 | Forecasting realized volatility: A review | 신동완 | Review |
| 2014 | Forecasting the realized variance of the log-return of Korean won US dollar exchange rate addressing jumps both in stock-trading time and in overnight | 신동완 | Article in Press |
| 2022 | Frequent drinking is more predictive of ischemic stroke than binge drinking, but not of myocardial infarction | 황성은 | Article |
| 2004 | Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors | 오만숙; 신동완 | Article |
| 2001 | Functional central limit theorems for iterated function systems controlled by regenerative sequences | 이외숙; 신동완 | Article |
| 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 |
| 2014 | Hydrogen peroxide generated by DUOX1 regulates the expression levels of specific differentiation markers in normal human keratinocytes | 배윤수 | 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 |
