Results 201-210 of 293 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | Type |
---|---|---|---|
2012 | On cumulative residual Kullback-Leibler information | 신동완 | Article |
2010 | Robust panel unit root tests for cross-sectionally dependent multiple time series | 신동완 | Article |
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 |
2014 | Block bootstrapping for kernel density estimators under ψ-weak dependence | 신동완; 황은주 | Article |
2016 | Maximal inequalities and an application under a weak dependence | 신동완 | Article |
2013 | Stationary bootstrapping for cointegrating regressions | 신동완; 황은주 | Article |
2017 | Bayesian analysis of financial volatilities addressing long-memory, conditional heteroscedasticity and skewed error distribution | 오만숙; 신동완 | Article |
2017 | Stationary bootstrapping for structural break tests for a heterogeneous autoregressive model | 신동완 | Article |
2018 | Forecasting realized volatility: A review | 신동완 | Review |
2019 | Moving block bootstrapping for a CUSUM test for correlation change | 신동완 | Article |