Browsing by Author 신동완

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Showing results 48 to 77 of 159

Issue DateTitleAuthor(s)Type
1999Cauchy estimators for autoregressive processes with applications to unit root tests and confidence intervals소병수; 신동완Article
2005Comparison of panel unit root tests under cross sectional dependence신동완Article
2001Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators소병수; 신동완Article
2000Consistency of the maximum likelihood estimators for nonstationary ARMA regressions with time trends신동완Article
1996Distribution of residual autocorrelations in nonstationary autoregressive processes신동완Article
2018Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities?신동완; 유재근Article
2008Double unit root tests for cross-sectionally dependent panel data오만숙; 신동완Article
2002Efficiency of the OLSE for regressions on two-dimensional grids with sinusoidal regressors and spatially correlated errors신동완Article
2014Efficient realized variance, regression coefficient and correlation coefficient under different sampling time김정은Master's Thesis
2012Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies신동완Article
2004Estimation of spectral density for seasonal time series models신동완Article
2017Estimation of structural mean breaks for long-memory data sets신동완Article
2019Forecast of realized covariance matrix based on asymptotic distribution of the LU decomposition with an application for balancing minimum variance portfolio신동완Article
2020Forecasting Realized Volatility Using Data Normalization and Recurrent Neural Network이윤주Master's Thesis
2018Forecasting realized volatility: A review신동완Review
2021Forecasting Stock Volatility Using Deep Learning Methods with Search Queries서영은Master's Thesis
2014Forecasting the realized variance of the log-return of Korean won US dollar exchange rate addressing jumps both in stock-trading time and in overnight신동완Article in Press
2014Forecasting the realized variance of the log-return of Korean won US dollar exchange rate addressing jumps both in stock-trading time and in overnight윤수인Master's Thesis
2015Forecasting the realized volatility of the log returns of the KOSPI using the four types of sampling intervals김여경Master's Thesis
2018Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates신동완Article
2004Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors오만숙; 신동완Article
2001Functional central limit theorems for iterated function systems controlled by regenerative sequences이외숙; 신동완Article
2000Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments소병수; 신동완Article
2010Geometric ergodicity and moment conditions for a seasonal GARCH delwithperiodiccoefficients이외숙; 신동완Article
2008Geometric ergodicity and β-mixing property for a multivariate CARR model이외숙; 신동완Article
2006Identifying differentially expressed genes in meta-analysis via Bayesian model-based clustering오만숙; 신동완; 강승호Article
2013Imputation methods for quantile estimation under missing at random신동완Article
2014Infinite-order, long-memory heterogeneous autoregressive models신동완Article
2016Kernel estimators of mode under Psi-weak dependence신동완Article