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자연과학대학
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Results 341-350 of 559 (Search time: 0.0 seconds).
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Issue Date
Title
Author(s)
Type
2019
Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility
신동완
Article
2021
Nonparametric estimation of time varying correlation coefficient
신동완
Article
2005
Comparison of panel unit root tests under cross sectional dependence
신동완
Article
2004
Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility
이외숙; 신동완
Article
2009
A robust sign test for panel unit roots under cross sectional dependence
오만숙; 신동완
Article
2009
Tests for seasonal unit roots in panels of cross-sectionally correlated time series
오만숙; 신동완
Article
2009
Optimal tests against the alternative hypothesis of panel unit roots
신동완
Article
2006
Identifying differentially expressed genes in meta-analysis via Bayesian model-based clustering
오만숙; 신동완; 강승호
Article
2015
A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
신동완
Article
2015
A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model
신동완
Article
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Sufficient dimension reduction
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Generalized Polya process
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HAR model
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pharmacokinetics
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