| 2004 | On geometric ergodicity of an AR-ARCH type process with Markov switching | 이외숙; 신동완 | Article |
| 2000 | On geometric ergodicity of the MTAR process | 이외숙; 신동완 | Article |
| 2000 | On probabilistic properties of nonlinear ARMA(p,q) models | 이외숙 | Article |
| 2005 | On stationarity and β-mixing property of certain nonlinear GARCH(p,q) models | 이외숙; 신동완 | Article |
| 2007 | On strict stationarity of nonlinear ARMA processes with nonlinear GARCH innovations | 이외숙 | Article |
| 2005 | Probabilistic properties of a nonlinear ARMA process with markov switching | 이외숙 | Article |
| 2018 | Stationarity and functional central limit theorem for ARCH(∞) models | 이외숙 | Article |
| 2006 | Stationarity and β-mixing property of a mixture AR-ARCH models | 이외숙 | Article |
| 1999 | Stationary solutions for iterated function systems controlled by stationary processes | 이외숙; 신동완 | Article |
| 2004 | Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility | 이외숙; 신동완 | Article |
| 1999 | Strict stationarity of AP(P) processes generated by nonlinear random functions with additive perturbations | 이외숙 | Article |
| 2001 | Tests for asymmetry in possibly nonstationary time series data | 이외숙; 신동완 | Article |
| 2014 | The functional central limit theorem and structural change test for the HAR(∞) model | 이외숙 | Article |
| 2013 | The functional central limit theorem for ARMA-GARCH processes | 이외숙 | Article |
| 2014 | The functional central limit theorem for the multivariate MS-ARMA-GARCH model | 이외숙 | Article |
| 2008 | Unit root tests for panel MTAR model with cross-sectionally dependent error | 이외숙; 신동완 | Article |
| 2012 | V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model | 이외숙 | Article |
