Dong Wan Shin

14 papers Journal 14
YearRankTypeTitle / Venue / Authors
2020 J jnl
Bootstrapping volatility spillover index.
Commun. Stat. Simul. Comput.
Ji-Eun Choi, Dong Wan Shin
2019 J jnl
Moving block bootstrapping for a CUSUM test for correlation change.
Comput. Stat. Data Anal.
Ji-Eun Choi, Dong Wan Shin
2019 J jnl
Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility.
Commun. Stat. Simul. Comput.
Ji Won Shin, Dong Wan Shin
2018 J jnl
Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities?
Commun. Stat. Simul. Comput.
Hyejin Song, Dong Wan Shin, Jae Keun Yoo
2016 J jnl
SUR Approach for IV Estimation of Canonical Contagion Models.
Commun. Stat. Simul. Comput.
Dong Wan Shin, Hyo Jin Kim, Jinwook Seo
2015 J jnl
Stationary bootstrapping for semiparametric panel unit root tests.
Comput. Stat. Data Anal.
Eunju Hwang, Dong Wan Shin
2014 J jnl
Infinite-order, long-memory heterogeneous autoregressive models.
Comput. Stat. Data Anal.
Eunju Hwang, Dong Wan Shin
2012 J jnl
Stationary bootstrap for kernel density estimators under Ψ-weak dependence.
Comput. Stat. Data Anal.
Eunju Hwang, Dong Wan Shin
2011 J jnl
A unified Bayesian inference on treatment means with order constraints.
Comput. Stat. Data Anal.
Man-Suk Oh, Dong Wan Shin
2010 J jnl
Robust panel unit root tests for cross-sectionally dependent multiple time series.
Comput. Stat. Data Anal.
Dong Wan Shin, Sangun Park
2009 J jnl
A robust sign test for panel unit roots under cross sectional dependence.
Comput. Stat. Data Anal.
Dong Wan Shin, Soo Jung Park, Man-Suk Oh
2009 J jnl
Optimal tests against the alternative hypothesis of panel unit roots.
Comput. Stat. Data Anal.
Yonghee Lee, Dong Wan Shin
2006 J jnl
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.
Soo Jung Park, Dong Wan Shin, Byeong Uk Park, Woo Chul Kim, Man-Suk Oh
2005 J jnl
Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data.
Comput. Stat. Data Anal.
Soo Jung Park, Dong Wan Shin, Byeong Uk Park, Woo Chul Kim, Man-Suk Oh