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Showing results 1 to 9 of 9

Issue Date	Title	Author(s)	Type
2017	A CUSUM test for panel mean change detection	신동완	Article
2015	A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model	신동완	Article
2015	A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities	신동완	Article
2015	Block Bootstrapping for Kernel Density Estimators under psi-Weak Dependence (vol 43, pg 3751, 2014)	신동완	Correction
2017	Estimation of structural mean breaks for long-memory data sets	신동완	Article
2016	Kernel estimators of mode under Psi-weak dependence	신동완	Article
2017	Stationary bootstrapping for realized covariations of high frequency financial data	신동완	Article
2018	Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models	신동완; 황은주	Article
2018	Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity	신동완	Article

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