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 |
1996 | Unit root tests for time series with outliers | 신동완 | Article |
2016 | Value at risk forecasting for volatility index | 박슬기 | Master's Thesis |
2017 | Value at risk forecasting for volatility index | 신동완 | Article |
2011 | VaR모형을 통한 국내금융시장의 위험측정 연구 | 鄭智宣 | Master's Thesis |
2019 | Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility | 신동완 | Article |
1999 | Weighted symmetric tests for cointegration based on residual | 신동완 | Article |
2010 | 고빈도 자료의 자기상관이 실현변동성(Realized Variance)의 편의에 미치는 영향과 최적 실현변동성에 관한 연구 | 조은희 | Master's Thesis |
2011 | 금융시계열의 Volatility의 비대칭성에 관한 실증 분석 | 맹혜영 | Master's Thesis |
2009 | 사업체 자료의 무응답 처리기법 연구 | 김효진 | Master's Thesis |
2012 | 시장미시구조 잡음과 주가의 실현변동성 추정 시 최적 추출 빈도수 | 오로지 | Master's Thesis |
2022 | 실현 변동성 예측을 위한 LSTNet 모형과 HARX모형의 결합 | 주수인 | Master's Thesis |
2023 | 실현변동성 예측에서의 통계 모형과 인공신경망기반 모형 비교 | 진은정 | Master's Thesis |