1. Bootstrap forecast intervals for asymmetric volatilities via EGARCH model. Issue 3 (1st February 2017) Authors: Maeng, Hyeyoung; Shin, Dong Wan Journal: Communications in statistics Issue: Volume 46:Issue 3(2017) Page Start: 1144 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
2. Bootstrapping volatility spillover index. Issue 1 (2nd January 2020) Authors: Choi, Ji-Eun; Shin, Dong Wan Journal: Communications in statistics Issue: Volume 49:Issue 1(2020) Page Start: 66 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
3. Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities?. Issue 1 (2nd January 2018) Authors: Song, Hyejin; Shin, Dong Wan; Yoo, Jae Keun Journal: Communications in statistics Issue: Volume 47:Issue 1(2018) Page Start: 63 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
4. Estimation of structural mean breaks for long-memory data sets. Issue 4 (4th July 2017) Authors: Hwang, Eunju; Shin, Dong Wan Journal: Statistics Issue: Volume 51:Issue 4(2017) Page Start: 904 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
5. Forecast of realized covariance matrix based on asymptotic distribution of the LU decomposition with an application for balancing minimum variance portfolio. Issue 8 (4th May 2019) Authors: Kim, Hee-Soo; Shin, Dong Wan Journal: Applied economics letters Issue: Volume 26:Issue 8(2019) Page Start: 661 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
6. Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates. (19th June 2018) Authors: Choi, Ji‐Eun; Shin, Dong Wan Journal: Journal of forecasting Issue: Volume 37:Number 6(2018) Page Start: 691 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
7. Parallel architecture of CNN‐bidirectional LSTMs for implied volatility forecast. (3rd February 2022) Authors: Choi, Ji‐Eun; Shin, Dong Wan Journal: Journal of forecasting Issue: Volume 41:Number 6(2022) Page Start: 1087 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
8. Stationary bootstrapping for realized covariations of high frequency financial data. Issue 4 (4th July 2017) Authors: Hwang, Eunju; Shin, Dong Wan Journal: Statistics Issue: Volume 51:Issue 4(2017) Page Start: 844 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
9. Statistical Methods with Applications to Demography and Life Insurance by KHMALADZE, ESTATE V. Issue 4 (12th December 2013) Authors: Shin, Dong Wan Journal: Biometrics Issue: Volume 69:Issue 4(2013) Page Start: 1087 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗
10. SUR Approach for IV Estimation of Canonical Contagion Models. Issue 1 (2nd January 2016) Authors: Shin, Dong Wan; Kim, Hyo Jin; Seo, Jinwook Journal: Communications in statistics Issue: Volume 45:Issue 1(2016) Page Start: 378 Record Type: Journal Article View Content: Available online (eLD content is only available in our Reading Rooms) ↗