| 2015 | A Forecasting-model Comparison for Whole-day Realized Volatilities Including Overnight Variations | 김수연 | Master's Thesis |
| 2020 | A Hybrid Model Based on Fourier-ARIMA and LSTM for Seasonal Time Series Forecasting | 이남경 | Master's Thesis |
| 2021 | A Hybrid of VECM and LSTM for Forecasting Multivariate Time Series | 김미현 | Master's Thesis |
| 2019 | A mean-difference test based on self-normalization for alternating regime index data sets | 김보경 | Master's Thesis |
| 2006 | A Sign Test for Unit Roots in a Seasonal MTAR Model | 박세정 | Master's Thesis |
| 2005 | A Study on Robust Sign Tests for Unit Roots in MTAR and Panel Models | 박수정 | Doctoral Thesis |
| 2016 | An integrated heteroscedastic autoregressive model for forecasting realized volatilities | 조수진 | Master's Thesis |
| 2018 | Asymptotic distribution of the LU decomposition of realized covariance matrix with an application for balancing minimum variance portfolio | 김희수 | Master's Thesis |
| 2014 | Efficient realized variance, regression coefficient and correlation coefficient under different sampling time | 김정은 | Master's Thesis |
| 2020 | Forecasting Realized Volatility Using Data Normalization and Recurrent Neural Network | 이윤주 | Master's Thesis |
| 2021 | Forecasting Stock Volatility Using Deep Learning Methods with Search Queries | 서영은 | Master's Thesis |
| 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 | 윤수인 | Master's Thesis |
| 2015 | Forecasting the realized volatility of the log returns of the KOSPI using the four types of sampling intervals | 김여경 | Master's Thesis |
| 2022 | LSTNet을 이용한 KOSPI 예측 | 최윤희 | Master's Thesis |
| 2013 | Modelling and forecasting realized volatilities of the log returns of Korean asset prices featuring long memory and asymmetry | 박소영 | Master's Thesis |
| 2020 | New models for Forecasting Realized Volatilities featuring Long memory, Asymmetry, and Outliers | 신지원 | Doctoral Thesis |
| 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 |
| 2023 | SVM, LSTM, CNN-LSTM과 TCN을 이용한 금 가격 예측 | 박경윤 | Master's Thesis |
| 2016 | Value at risk forecasting for volatility index | 박슬기 | Master's Thesis |
| 2011 | VaR모형을 통한 국내금융시장의 위험측정 연구 | 鄭智宣 | Master's Thesis |
| 2010 | 고빈도 자료의 자기상관이 실현변동성(Realized Variance)의 편의에 미치는 영향과 최적 실현변동성에 관한 연구 | 조은희 | Master's Thesis |
| 2011 | 금융시계열의 Volatility의 비대칭성에 관한 실증 분석 | 맹혜영 | Master's Thesis |
| 2009 | 사업체 자료의 무응답 처리기법 연구 | 김효진 | Master's Thesis |
| 2012 | 시장미시구조 잡음과 주가의 실현변동성 추정 시 최적 추출 빈도수 | 오로지 | Master's Thesis |
| 2022 | 실현 변동성 예측을 위한 LSTNet 모형과 HARX모형의 결합 | 주수인 | Master's Thesis |
| 2023 | 실현변동성 예측에서의 통계 모형과 인공신경망기반 모형 비교 | 진은정 | Master's Thesis |
| 2017 | 실현변동성을 이용한 Value at Risk 예측 | 박종선 | Master's Thesis |
| 2010 | 실현변동성을 이용한 변동성의 예측 평가 | 김수정 | Master's Thesis |
