Browsing by Author 신동완

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Showing results 124 to 153 of 159

Issue DateTitleAuthor(s)Type
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
1996Testing for ordered group effects with repeated measurements신동완Article
2006Tests for asymmetry in possibly nonstationary dynamic panel models신동완Article
2001Tests for asymmetry in possibly nonstationary time series data이외숙; 신동완Article
2014Tests for random time effects and spatial error correlation in panel regression models신동완Article
2009Tests for seasonal unit roots in panels of cross-sectionally correlated time series오만숙; 신동완Article
2018Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models신동완; 황은주Article
2003Tests for the order of integration against higher order integration오만숙; 신동완Article
2012The factoring likelihood method for non-monotone missing data신동완Article
2019The roles of differencing and dimension reduction in machine learning forecasting of employment level using the FRED big data신동완Article
2004The size of the chi-square test for the Hardy-Weinberg law신동완; 강승호Article
2019Three regime bivariate normal distribution: a new estimation method for co-value-at-risk, CoVaR신동완Article
2018Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity신동완Article
1999Unit root tests based on adaptive maximum likelihood estimation소병수; 신동완Article
2008Unit root tests based on IV estimators for time series with multiple breaks신동완Article
2006Unit root tests for cross-sectionally dependent seasonal panels신동완; 이용희Article
2008Unit root tests for panel MTAR model with cross-sectionally dependent error이외숙; 신동완Article
1996Unit root tests for time series with outliers신동완Article
2016Value at risk forecasting for volatility index박슬기Master's Thesis
2017Value at risk forecasting for volatility index신동완Article
2011VaR모형을 통한 국내금융시장의 위험측정 연구鄭智宣Master's Thesis
2019Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility신동완Article
1999Weighted symmetric tests for cointegration based on residual신동완Article
2010고빈도 자료의 자기상관이 실현변동성(Realized Variance)의 편의에 미치는 영향과 최적 실현변동성에 관한 연구조은희Master's Thesis
2011금융시계열의 Volatility의 비대칭성에 관한 실증 분석맹혜영Master's Thesis
2009사업체 자료의 무응답 처리기법 연구김효진Master's Thesis
2012시장미시구조 잡음과 주가의 실현변동성 추정 시 최적 추출 빈도수오로지Master's Thesis
2017실현변동성을 이용한 Value at Risk 예측박종선Master's Thesis
2010실현변동성을 이용한 변동성의 예측 평가김수정Master's Thesis