Results 1-6 of 6 (Search time: 0.0 seconds).
Issue Date | Title | Author(s) | Type |
---|---|---|---|
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 |
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 |