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 |
2001 | Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators | 소병수; 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 |
2018 | Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities? | 신동완; 유재근 | 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 |
2004 | Estimation of spectral density for seasonal time series models | 신동완 | Article |
2017 | Estimation of structural mean breaks for long-memory data sets | 신동완 | Article |
1995 | ESTIMATION OF THE MULTIVARIATE AUTOREGRESSIVE MOVING AVERAGE HAVING PARAMETER RESTRICTIONS AND AN APPLICATION TO ROTATIONAL SAMPLING | 신동완 | Article |
2019 | Forecast of realized covariance matrix based on asymptotic distribution of the LU decomposition with an application for balancing minimum variance portfolio | 신동완 | Article |
2024 | Forecasting realized volatility using data normalization and recurrent neural network | 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 |
2018 | Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates | 신동완 | 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 |
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 |
2004 | M-estimation for regressions with integrated regressors and ARMA errors | 이외숙; 신동완 | Article |