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금융 실현변동성을 위한 내재변동성과 인터넷 검색량을 활용한 딥러닝

응용통계연구, 2022, 35(1), , pp.93-104

2022

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COVID-19 펜데믹에 대한 GSADF 버블 검정 분석

응용통계연구, 2020, 33(5), , pp.655-664

2020

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Subsample scan test for multiple breaks based on self-normalization

Communications in statistics. Theory and methods, 2024-01, Vol.ahead-of-print (ahead-of-print), p.1-14

2024

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Parallel architecture of CNN‐bidirectional LSTMs for implied volatility forecast

Journal of forecasting, 2022-09, Vol.41 (6), p.1087-1098

2022

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Bootstrapping tests for breaks in mean or variance based on U-statistics

Journal of statistical computation and simulation, 2023-09, Vol.93 (14), p.2357-2369

2023

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A self-normalization test for structural breaks in a regression model for panel data sets

Journal of the Korean Statistical Society, 2024, 53(2), , pp.495-508

2024

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이상치에 근거한 선택적 실현변동성 예측 방법

응용통계연구, 2017, 30(3), , pp.323-334

2017

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An instrumental variable approach for panel unit root tests under cross-sectional dependence

Journal of econometrics, 2006-09, Vol.134 (1), p.215-234

2006

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Forecasting realized volatility using data normalization and recurrent neural network

Communications for statistical applications and methods, 2024-01, Vol.31 (1), p.105-127

2024

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A self-normalization break test for correlation matrix

Statistical papers (Berlin, Germany), 2021-10, Vol.62 (5), p.2333-2353

2021

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장기기억성과 비대칭성을 띠는 실현변동성의 예측을 위한 LIHAR모형

응용통계연구, 2016, 29(7), , pp.1213-1229

2016

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Causal temporal convolutional neural network를 이용한 변동성 지수 예측

Ŭngyong tʻonggye yŏnʼgu, 2023, Vol.36 (2), p.129-139

2023

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A CUSUM test for a long memory heterogeneous autoregressive model

Economics letters, 2013-12, Vol.121 (3), p.379-383

2013

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Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels

Metrika, 2017-11, Vol.80 (6-8), p.767-787

2017

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How to improve oil consumption forecast using google trends from online big data?: the structured regularization methods for large vector autoregressive model

Communications for statistical applications and methods, 2022-01, Vol.29 (1), p.41-51

2022

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A bootstrap test for jumps in financial economics

Economics letters, 2014-10, Vol.125 (1), p.74-78

2014

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A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities

Economics letters, 2015-04, Vol.129, p.95-99

2015

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장외시간 수익률을 반영한 실현변동성 추정치들의 비교

응용통계연구, 2016, 29(1), , pp.85-98

2016

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Long-memories and mean breaks in realized volatilities

Applied economics letters, 2015-11, Vol.22 (16), p.1273-1280

2015

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Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates

Journal of forecasting, 2018-09, Vol.37 (6), p.691-704

2018

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Asymmetry and nonstationarity for a seasonal time series model

Journal of econometrics, 2007, Vol.136 (1), p.89-114

2007

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Robust Unit Root Tests for a Panel TAR Model

응용통계연구, 2011, 24(1), , pp.11-23

Shin, Dong-Wan

2011

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An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models

Journal of econometrics, 2003-07, Vol.115 (1), p.29-52

2003

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금융자산의 시장 미시구조 잡음에 대한 부트스트래핑 라그랑지 승수 검정

응용통계연구, 2015, 28(2), , pp.189-200

2015

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The roles of differencing and dimension reduction in machine learning forecasting of employment level using the FRED big data

Communications for Statistical Applications and Methods, 2019-09, Vol.26 (5), p.497-506

2019

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금융 실현변동성을 위한 내재변동성과 인터넷 검색량을 활용한 딥러닝

COVID-19 펜데믹에 대한 GSADF 버블 검정 분석

Subsample scan test for multiple breaks based on self-normalization

Parallel architecture of CNN‐bidirectional LSTMs for implied volatility forecast

Bootstrapping tests for breaks in mean or variance based on U-statistics

A self-normalization test for structural breaks in a regression model for panel data sets

이상치에 근거한 선택적 실현변동성 예측 방법

An instrumental variable approach for panel unit root tests under cross-sectional dependence

Forecasting realized volatility using data normalization and recurrent neural network

A self-normalization break test for correlation matrix

장기기억성과 비대칭성을 띠는 실현변동성의 예측을 위한 LIHAR모형

Causal temporal convolutional neural network를 이용한 변동성 지수 예측

A CUSUM test for a long memory heterogeneous autoregressive model

Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels

How to improve oil consumption forecast using google trends from online big data?: the structured regularization methods for large vector autoregressive model

A bootstrap test for jumps in financial economics

A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities

장외시간 수익률을 반영한 실현변동성 추정치들의 비교

Long-memories and mean breaks in realized volatilities

Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates

Asymmetry and nonstationarity for a seasonal time series model

Robust Unit Root Tests for a Panel TAR Model

An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models

금융자산의 시장 미시구조 잡음에 대한 부트스트래핑 라그랑지 승수 검정

The roles of differencing and dimension reduction in machine learning forecasting of employment level using the FRED big data

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