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Results 1-10 of 55 (Search time: 0.0 seconds).
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Issue Date
Title
Author(s)
Type
2017
Estimation of structural mean breaks for long-memory data sets
신동완
Article
2017
Stationary bootstrapping for realized covariations of high frequency financial data
신동완
Article
2014
Tests for random time effects and spatial error correlation in panel regression models
신동완
Article
2012
Stationary bootstrap for kernel density estimators under ψ-weak dependence
신동완; 황은주
Article
2012
Strong consistency of the stationary bootstrap under ψ-weak dependence
신동완; 황은주
Article
2010
Geometric ergodicity and moment conditions for a seasonal GARCH delwithperiodiccoefficients
이외숙; 신동완
Article
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
2019
Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility
신동완
Article
2015
A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
신동완
Article
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