| 2011 | A Continuous-time Asymmetric Power GARCH(1,1) model driven by a Lévy process | 송지혜 | Master's Thesis |
| 2007 | A note on geometric ergodicity of a multiple threshold AR(1) processes on the boundary region with application to integrated m-m processes | 이외숙; 신동완 | Article |
| 2001 | A note on stationarity of the MTAR process on the boundary of the stationarity region | 이외숙; 신동완 | Article |
| 1993 | A STUDY FOR ERGODICITY AND RECURRENCE OF A MARKOV PROCESS X_(n+1)=f(X_(n))+ε_(n+1)(X_(n)) | 高恩慶 | Master's Thesis |
| 2006 | A Study for Long memory GARCH Models | 김혜미 | Master's Thesis |
| 2012 | A Study on Generalised Ornstein-Uhlenbeck and COGARCH(1,1) process | 기현하 | Master's Thesis |
| 2011 | A study on Subdiagonal Bilinear time-series Models | 전희경 | Master's Thesis |
| 2003 | An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models | 이외숙; 신동완 | Article |
| 2018 | Association of blood pressure components with mortality and cardiovascular events in prehypertensive individuals: a nationwide population-based cohort study | 이외숙; 하은희; 강덕희; 최규복; 김승정; 박은미; 류동열; 이은경 | Article |
| 2007 | Asymmetry and nonstationarity for a seasonal time series model | 이외숙; 신동완 | Article |
| 2020 | Asymptotic Behavior of Volatility in Nonstaionary Augmented GARCH(1, 1) Model with Stationary Mixing Errors | 김주영 | Master's Thesis |
| 1999 | Asymptotic behaviors of randomly perturbed dynamical systems | 이외숙 | Article |
| 2017 | Blood pressure control during chronic kidney disease progression | 이외숙; 하은희; 강덕희; 최규복; 김승정; 류동열; 이은경; 오형중 | Article |
| 1981 | Characterizations of stable probability measures on Hilbert spaces | 이외숙 | Master's Thesis |
| 2008 | Covariance stationary GARCH-family models with long memory property | 이외숙 | Article |
| 1988 | Ergodicity and central limit theorems for a class of Markov processes | 이외숙 | Article |
| 2022 | Functional Central Limit Theorem for a certain type of Markov-switching GARCH model | 권드림 | Master's Thesis |
| 2015 | Functional Central Limit Theorem for GARCH Process with Markov Switching | 정상희 | Master's Thesis |
| 2017 | Functional central limit theorems for ARCH(∞) models | 이외숙 | Article |
| 2014 | Functional central limit theorems for augmented GARCH(p, q) and FIGARCH processes | 이외숙 | Article |
| 2001 | Functional central limit theorems for iterated function systems controlled by regenerative sequences | 이외숙; 신동완 | Article |
| 2010 | Geometric ergodicity and moment conditions for a seasonal GARCH delwithperiodiccoefficients | 이외숙; 신동완 | Article |
| 2008 | Geometric ergodicity and β-mixing property for a multivariate CARR model | 이외숙; 신동완 | Article |
| 2010 | Geometric Ergodicity for Asymmetric Power GARCH(p,q) Model | 박세나 | Master's Thesis |
| 2016 | L2-NED condition and the Functional Central Limit Theorem for certain type of ARCH(∞) model | 최승희 | Master's Thesis |
| 2004 | M-estimation for regressions with integrated regressors and ARMA errors | 이외숙; 신동완 | Article |
| 2004 | On geometric ergodicity of an AR-ARCH type process with Markov switching | 이외숙; 신동완 | Article |
| 2000 | On geometric ergodicity of the MTAR process | 이외숙; 신동완 | Article |
| 2000 | On probabilistic properties of nonlinear ARMA(p,q) models | 이외숙 | Article |
| 2005 | On stationarity and β-mixing property of certain nonlinear GARCH(p,q) models | 이외숙; 신동완 | Article |
