Browsing by Author 신동완

Jump to:
All A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
  • Sort by:
  • In order:
  • Results/Page
  • Authors/Record:

Showing results 96 to 125 of 159

Issue DateTitleAuthor(s)Type
2019Quantile forecasts for financial volatilities based on parametric and asymmetric models신동완Article
2012Random central limit theorems for linear processes with weakly dependent innovations신동완; 황은주Article
2002Recursive mean adjustment and tests for nonstationarities소병수; 신동완Article
2004Recursive mean adjustment for panel unit root tests오만숙; 신동완Article
1999Recursive mean adjustment in time-series inferences소병수; 신동완Article
1997Regression with integrated regressors신동완Article
2010Robust panel unit root tests for cross-sectionally dependent multiple time series신동완Article
2011Semiparametric estimation for partially linear models with ψ-weak dependent errors신동완; 황은주Article
1999Semiparametric tests for double unit roots based on symmetric estimators신동완Article
2000Semiparametric tests for seasonal unit roots based on a semiparametric feasible GLSE오만숙; 신동완Article
1997Semiparametric unit root tests based on symmetric estimators신동완; 소병수Article
2012Stationary bootstrap for kernel density estimators under ψ-weak dependence신동완; 황은주Article
2013Stationary bootstrapping for cointegrating regressions신동완; 황은주Article
2017Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels신동완Article
2011Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model신동완; 황은주Article
2014Stationary bootstrapping for panel cointegration tests under cross-sectional dependence신동완Article in Press
2017Stationary bootstrapping for realized covariations of high frequency financial data신동완Article
2015Stationary bootstrapping for semiparametric panel unit root tests신동완; 황은주Article
2017Stationary bootstrapping for structural break tests for a heterogeneous autoregressive model신동완Article
2013Stationary bootstrapping realized volatility신동완; 황은주Article
2013Stationary bootstrapping realized volatility under market microstructure noise신동완; 황은주Article
1999Stationary solutions for iterated function systems controlled by stationary processes이외숙; 신동완Article
2004Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility이외숙; 신동완Article
2012Strong consistency of the stationary bootstrap under ψ-weak dependence신동완; 황은주Article
2014Structural Breaks and Long Memory Property in Modeling and Forecasting Realized Volatility송혜진Master's Thesis
2020Studies on dynamics of correlation coefficients최지은Doctoral Thesis
2017Studies on financial time series focusing on volatility and contagion김효진Doctoral Thesis
2016SUR Approach for IV Estimation of Canonical Contagion Models신동완Article
1996Testing for a unit root in an AR(1) time series using irregularly observed data신동완Article
2001Testing for one-sided group effects in repeated measures study신동완Article