Showing results 27 to 32 of 32
Issue Date | Title | Author(s) | Type |
---|---|---|---|
2001 | Tests for asymmetry in possibly nonstationary time series data | 이외숙; 신동완 | Article |
2014 | The functional central limit theorem and structural change test for the HAR(∞) model | 이외숙 | Article |
2013 | The functional central limit theorem for ARMA-GARCH processes | 이외숙 | Article |
2014 | The functional central limit theorem for the multivariate MS-ARMA-GARCH model | 이외숙 | Article |
2008 | Unit root tests for panel MTAR model with cross-sectionally dependent error | 이외숙; 신동완 | Article |
2012 | V-uniform ergodicity of a continuous time asymmetric power GARCH(1,1) model | 이외숙 | Article |