Results 101-110 of 135 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | Type |
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2018 | Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates | 신동완 | Article |
2004 | On geometric ergodicity of an AR-ARCH type process with Markov switching | 이외숙; 신동완 | Article |
2020 | A mean-difference test based on self-normalization for alternating regime index data sets | 신동완 | Article |
2020 | A self-normalization test for correlation change | 신동완 | Article |
1997 | Semiparametric unit root tests based on symmetric estimators | 소병수; 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 |
2005 | Bayesian analysis of panel data using an MTAR model | 오만숙; 신동완 | Article |
2019 | The roles of differencing and dimension reduction in machine learning forecasting of employment level using the FRED big data | 신동완 | Article |