Results 1-9 of 9 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | Type |
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2020 | Block bootstrapping for a panel mean break test | 신동완 | Article |
2021 | Nonparametric estimation of time varying correlation coefficient | 신동완 | Article |
2021 | A self-normalization break test for correlation matrix | 신동완 | Article |
2022 | Quantile correlation coefficient: a new tail dependence measure | 신동완 | Article |
2022 | Parallel architecture of CNN-bidirectional LSTMs for implied volatility forecast | 신동완 | Article |
2020 | A mean-difference test based on self-normalization for alternating regime index data sets | 신동완 | Article |
2020 | A self-normalization test for correlation change | 신동완 | Article |
2020 | Bootstrapping volatility spillover index | 신동완 | Article |
2022 | How to improve oil consumption forecast using google trends from online big data?: the structured regularization methods for large vector autoregressive model | 신동완 | Article |