Browsing "통계학전공" byAuthorChoi, Ji-Eun
Showing results 1 to 6 of 6
| Issue Date | Title | Author(s) | Type |
|---|---|---|---|
| 2020 | Block bootstrapping for a panel mean break test | 신동완 | Article |
| - | Bootstrapping tests for breaks in mean or variance based on U-statistics | 신동완 | Article; Early Access |
| 2020 | Bootstrapping volatility spillover index | 신동완 | Article |
| 2018 | Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates | 신동완 | Article |
| 2019 | Three regime bivariate normal distribution: a new estimation method for co-value-at-risk, CoVaR | 신동완 | Article |
| 2017 | Value at risk forecasting for volatility index | 신동완 | Article |
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