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Results 1-10 of 11 (Search time: 0.0 seconds).
Item hits:
Issue Date
Title
Author(s)
Type
2020
Block bootstrapping for a panel mean break test
신동완
Article
2021
Nonparametric estimation of time varying correlation coefficient
신동완
Article
2021
A self-normalization break test for correlation matrix
신동완
Article
2022
Quantile correlation coefficient: a new tail dependence measure
신동완
Article
2022
Parallel architecture of CNN-bidirectional LSTMs for implied volatility forecast
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
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
2024
Subsample scan test for multiple breaks based on self-normalization
신동완
Article
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Google trends
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implied volatility
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long memory
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Nonparametric estimation
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Oil consumption forecast
1
Online big data
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Panel mean break
1
Pivot
1
Quantile correlation
1
Quantile regression
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