| 2017 | Stationary bootstrapping for structural break tests for a heterogeneous autoregressive model | 신동완 | Article |
| 2013 | Stationary bootstrapping realized volatility | 신동완; 황은주 | Article |
| 2013 | Stationary bootstrapping realized volatility under market microstructure noise | 신동완; 황은주 | Article |
| 1999 | Stationary solutions for iterated function systems controlled by stationary processes | 이외숙; 신동완 | Article |
| 2004 | Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility | 이외숙; 신동완 | Article |
| 2012 | Strong consistency of the stationary bootstrap under ψ-weak dependence | 신동완; 황은주 | Article |
| 2014 | Structural Breaks and Long Memory Property in Modeling and Forecasting Realized Volatility | 송혜진 | Master's Thesis |
| 2020 | Studies on dynamics of correlation coefficients | 최지은 | Doctoral Thesis |
| 2017 | Studies on financial time series focusing on volatility and contagion | 김효진 | Doctoral Thesis |
| 2024 | Subsample scan test for multiple breaks based on self-normalization | 신동완 | Article |
| 2016 | SUR Approach for IV Estimation of Canonical Contagion Models | 신동완 | Article |
| 2023 | SVM, LSTM, CNN-LSTM과 TCN을 이용한 금 가격 예측 | 박경윤 | Master's Thesis |
| 1996 | Testing for a unit root in an AR(1) time series using irregularly observed data | 신동완 | Article |
| 2001 | Testing for one-sided group effects in repeated measures study | 신동완 | Article |
| 1996 | Testing for ordered group effects with repeated measurements | 신동완 | Article |
| 2006 | Tests for asymmetry in possibly nonstationary dynamic panel models | 신동완 | Article |
| 2001 | Tests for asymmetry in possibly nonstationary time series data | 이외숙; 신동완 | Article |
| 2014 | Tests for random time effects and spatial error correlation in panel regression models | 신동완 | Article |
| 2009 | Tests for seasonal unit roots in panels of cross-sectionally correlated time series | 오만숙; 신동완 | Article |
| 2018 | Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models | 신동완; 황은주 | Article |
| 2003 | Tests for the order of integration against higher order integration | 오만숙; 신동완 | Article |
| 2012 | The factoring likelihood method for non-monotone missing data | 신동완 | Article |
| 2019 | The roles of differencing and dimension reduction in machine learning forecasting of employment level using the FRED big data | 신동완 | Article |
| 2004 | The size of the chi-square test for the Hardy-Weinberg law | 신동완; 강승호 | Article |
| 2019 | Three regime bivariate normal distribution: a new estimation method for co-value-at-risk, CoVaR | 신동완 | Article |
| 2018 | Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity | 신동완 | Article |
| 1999 | Unit root tests based on adaptive maximum likelihood estimation | 소병수; 신동완 | Article |
| 2008 | Unit root tests based on IV estimators for time series with multiple breaks | 신동완 | Article |
| 2006 | Unit root tests for cross-sectionally dependent seasonal panels | 신동완; 이용희 | Article |
| 2008 | Unit root tests for panel MTAR model with cross-sectionally dependent error | 이외숙; 신동완 | Article |
