Results 211-220 of 293 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | Type |
---|---|---|---|
2018 | Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates | 신동완 | Article |
2013 | Stationary bootstrapping realized volatility | 신동완; 황은주 | Article |
2013 | Stationary bootstrapping realized volatility under market microstructure noise | 신동완; 황은주 | Article |
2011 | Semiparametric estimation for partially linear models with ψ-weak dependent errors | 신동완; 황은주 | Article |
2019 | The roles of differencing and dimension reduction in machine learning forecasting of employment level using the FRED big data | 신동완 | Article |
2011 | A unified Bayesian inference on treatment means with order constraints | 오만숙; 신동완 | Article |
2010 | Bayesian tests for unit root and multiple breaks | 오만숙; 신동완 | Article |
2017 | A CUSUM test for panel mean change detection | 신동완 | Article |
2017 | Value at risk forecasting for volatility index | 신동완 | Article |
2019 | Quantile forecasts for financial volatilities based on parametric and asymmetric models | 신동완 | Article |