Results 441-450 of 559 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | Type |
---|---|---|---|
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 |
2004 | Recursive mean adjustment for panel unit root tests | 오만숙; 신동완 | Article |
2013 | A CUSUM test for a long memory heterogeneous autoregressive model | 신동완; 황은주 | Article |
2007 | Asymmetry and nonstationarity for a seasonal time series model | 이외숙; 신동완 | Article |
2006 | An instrumental variable approach for panel unit root tests under cross-sectional dependence | 신동완; 강승호 | Article |
2020 | Bootstrapping volatility spillover index | 신동완 | Article |
2022 | How to improve oil consumption forecast using google trends from online big data?: the structured regularization methods for large vector autoregressive model | 신동완 | Article |
1997 | Regression with integrated regressors | 신동완 | Article |