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Showing results 57 to 86 of 170

Issue DateTitleAuthor(s)Type
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
1995ESTIMATION OF THE MULTIVARIATE AUTOREGRESSIVE MOVING AVERAGE HAVING PARAMETER RESTRICTIONS AND AN APPLICATION TO ROTATIONAL SAMPLING신동완Article
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 overnight윤수인Master'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
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
2022How to improve oil consumption forecast using google trends from online big data?: the structured regularization methods for large vector autoregressive model신동완Article
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
2014Korean, Japanese, and Chinese populations featured similar genes encoding drug-metabolizing enzymes and transporters: A DMET Plus microarray assessment신동완Article
2015Long-memories and mean breaks in realized volatilities신동완Article
2022LSTNet을 이용한 KOSPI 예측최윤희Master's Thesis
2004M-estimation for regressions with integrated regressors and ARMA errors이외숙; 신동완Article
2016Maximal inequalities and an application under a weak dependence신동완Article
1997Maximum Likelihood Estimation For Arma Models in the Presence of Arma Errors신동완Article

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