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Dong Wan Shin
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Journal Articles
- 2020
- [j14]Ji-Eun Choi, Dong Wan Shin:
Bootstrapping volatility spillover index. Commun. Stat. Simul. Comput. 49(1): 66-78 (2020) - 2019
- [j13]Ji-Eun Choi, Dong Wan Shin
:
Moving block bootstrapping for a CUSUM test for correlation change. Comput. Stat. Data Anal. 135: 95-106 (2019) - [j12]Ji Won Shin, Dong Wan Shin:
Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility. Commun. Stat. Simul. Comput. 48(5): 1503-1515 (2019) - 2018
- [j11]Hyejin Song, Dong Wan Shin, Jae Keun Yoo:
Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities? Commun. Stat. Simul. Comput. 47(1): 63-73 (2018) - 2016
- [j10]Dong Wan Shin, Hyo Jin Kim, Jinwook Seo:
SUR Approach for IV Estimation of Canonical Contagion Models. Commun. Stat. Simul. Comput. 45(1): 378-387 (2016) - 2015
- [j9]Eunju Hwang, Dong Wan Shin:
Stationary bootstrapping for semiparametric panel unit root tests. Comput. Stat. Data Anal. 83: 14-25 (2015) - 2014
- [j8]Eunju Hwang, Dong Wan Shin:
Infinite-order, long-memory heterogeneous autoregressive models. Comput. Stat. Data Anal. 76: 339-358 (2014) - 2012
- [j7]Eunju Hwang, Dong Wan Shin:
Stationary bootstrap for kernel density estimators under Ψ-weak dependence. Comput. Stat. Data Anal. 56(6): 1581-1593 (2012) - 2011
- [j6]Man-Suk Oh, Dong Wan Shin:
A unified Bayesian inference on treatment means with order constraints. Comput. Stat. Data Anal. 55(1): 924-934 (2011) - 2010
- [j5]Dong Wan Shin, Sangun Park:
Robust panel unit root tests for cross-sectionally dependent multiple time series. Comput. Stat. Data Anal. 54(11): 2801-2813 (2010) - 2009
- [j4]Dong Wan Shin, Soo Jung Park, Man-Suk Oh:
A robust sign test for panel unit roots under cross sectional dependence. Comput. Stat. Data Anal. 53(4): 1312-1327 (2009) - [j3]Yonghee Lee, Dong Wan Shin:
Optimal tests against the alternative hypothesis of panel unit roots. Comput. Stat. Data Anal. 53(6): 2275-2283 (2009) - 2006
- [j2]Soo Jung Park, Dong Wan Shin, Byeong Uk Park, Woo Chul Kim, Man-Suk Oh:
Corrigendum to "Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data": [Computational Statistics and Data Analysis 49/4 (2005) 1192-1204]. Comput. Stat. Data Anal. 50(2): 584 (2006) - 2005
- [j1]Soo Jung Park, Dong Wan Shin, Byeong Uk Park, Woo Chul Kim, Man-Suk Oh:
Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data. Comput. Stat. Data Anal. 49(4): 1192-1204 (2005)
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