| 2018 | Modelling of Marginally Regular Bivariate Counting Process and its Application to Shock Model | 차지환 | Article |
| 2018 | A dynamic bivariate common shock model with cumulative effect and its actuarial application | 차지환 | Article |
| 2018 | On optimal replacement of systems with failure rates described by a random jump process | 차지환 | Article |
| 2018 | Renewal processes and applications | 차지환 | Book Chapter |
| 2018 | Applications of the generalized Polya process | 차지환 | Book Chapter |
| 2018 | Generalized Polya process | 차지환 | Book Chapter |
| 2018 | Advanced poisson shock models | 차지환 | Book Chapter |
| 2018 | Introduction | 차지환 | Book Chapter |
| 2018 | On a New Shot Noise Process and the Induced Survival Model | 차지환 | Article |
| 2018 | Preliminaries: Reliability and point processes | 차지환 | Book Chapter |
| 2018 | Multivariate generalized Polya process | 차지환 | Book Chapter |
| 2018 | Generalizations of renewal process | 차지환 | Book Chapter |
| 2018 | Applications of the mixed poisson process | 차지환 | Book Chapter |
| 2018 | Poisson shock model with applications to preventive maintenance | 차지환 | Book Chapter |
| 2018 | Shocks as the discrete scale | 차지환 | Book Chapter |
| 2018 | Poisson process | 차지환 | Book Chapter |
| 2018 | Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity | 신동완 | Article |
| 2018 | Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models | 신동완; 황은주 | Article |
| 2018 | Forecasting realized volatility: A review | 신동완 | Review |
| 2018 | Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates | 신동완 | Article |
