We stand with Ukraine

We stand with Ukraine

Dong Wan Shin

Orcid: 0000-0002-2685-6566

According to our database¹, Dong Wan Shin authored at least 14 papers between 2005 and 2020.

Collaborative distances:

Dijkstra number² of five.
Erdős number³ of four.

Timeline

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Bibliography

2020

Bootstrapping volatility spillover index.

[BibT_eX]

[DOI]

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Commun. Stat. Simul. Comput., 2020

2019

Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility.

[BibT_eX]

[DOI]

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Commun. Stat. Simul. Comput., 2019

Moving block bootstrapping for a CUSUM test for correlation change.

[BibT_eX]

[DOI]

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Comput. Stat. Data Anal., 2019

2018

Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities?

[BibT_eX]

[DOI]

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Commun. Stat. Simul. Comput., 2018

2016

SUR Approach for IV Estimation of Canonical Contagion Models.

[BibT_eX]

[DOI]

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Commun. Stat. Simul. Comput., 2016

2015

Stationary bootstrapping for semiparametric panel unit root tests.

[BibT_eX]

[DOI]

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Comput. Stat. Data Anal., 2015

2014

Infinite-order, long-memory heterogeneous autoregressive models.

[BibT_eX]

[DOI]

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Comput. Stat. Data Anal., 2014

2012

Stationary bootstrap for kernel density estimators under Ψ-weak dependence.

[BibT_eX]

[DOI]

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Comput. Stat. Data Anal., 2012

2011

A unified Bayesian inference on treatment means with order constraints.

[BibT_eX]

[DOI]

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Comput. Stat. Data Anal., 2011

2010

Robust panel unit root tests for cross-sectionally dependent multiple time series.

[BibT_eX]

[DOI]

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Comput. Stat. Data Anal., 2010

2009

A robust sign test for panel unit roots under cross sectional dependence.

[BibT_eX]

[DOI]

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,

Comput. Stat. Data Anal., 2009

Optimal tests against the alternative hypothesis of panel unit roots.

[BibT_eX]

[DOI]

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Comput. Stat. Data Anal., 2009

2006

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].

[BibT_eX]

[DOI]

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,

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,

Comput. Stat. Data Anal., 2006

2005

Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data.

[BibT_eX]

[DOI]

,

,

,

,

Comput. Stat. Data Anal., 2005

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