//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics letters"
~isPartOf:"Economics letters"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"The world economy : the leading journal on international economic relations"
~language:"eng"
~person:"Shin, Dong-wan"
~source:"econis"
~subject:"Estimation theory"
~subject:"Risiko"
~subject:"Schätztheorie"
~type_genre:"Article in journal"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 11 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Risiko
Schätztheorie
Theorie
7
Theory
7
Einheitswurzeltest
6
Unit root test
6
Volatility
6
Volatilität
6
ARCH model
5
ARCH-Modell
5
Statistical test
5
Statistischer Test
5
Time series analysis
5
Zeitreihenanalyse
5
Correlation
3
Korrelation
3
Structural break
3
Strukturbruch
3
Aktienindex
2
Conditional heteroscedasticity
2
Forecasting model
2
HAR model
2
Heteroscedasticity
2
Heteroskedastizität
2
Index
2
Index number
2
Panel
2
Panel study
2
Prognoseverfahren
2
Realized volatility
2
Saisonkomponente
2
Sampling
2
Seasonal component
2
Self-normalization
2
Stichprobenerhebung
2
Stochastic process
2
Stochastischer Prozess
2
Stock index
2
long-memory
2
ARMA model
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
7
Language
All
English
Author
All
Shin, Dong-wan
Gupta, Rangan
13
Krämer, Walter
12
Carroll, Raymond J.
11
Hahn, Jinyong
10
Tran-van-Hoa
10
Ullah, Aman
10
Wooldridge, Jeffrey M.
10
Fan, Jianqing
9
Giles, David E. A.
9
Kumbhakar, Subal
9
Ohtani, Kazuhiro
9
Baltagi, Badi H.
8
Cook, Steven
8
Li, Qi
8
Hassler, Uwe
7
Ibrahim, Joseph George
7
Parmeter, Christopher F.
7
Pesaran, M. Hashem
7
Stengos, Thanasēs
7
Zeng, Donglin
7
Han, Chirok
6
Vougas, Dimitrios V.
6
Westerlund, Joakim
6
Yoo, Seung-hoon
6
Zhang, Xinyu
6
Castelnuovo, Efrem
5
Chatterjee, Nilanjan
5
Guan, Yongtao
5
Hayakawa, Kazuhiko
5
Kuan, Chung-ming
5
Lee, Lung-fei
5
Lin, Danyu
5
Lin, Xihong
5
Müller, Hans-Georg
5
Peel, David
5
Phillips, Garry D. A.
5
Silva, João Santos
5
Su, Liangjun
5
Tsionas, Efthymios G.
5
more ...
less ...
Published in...
All
Applied economics letters
Economics letters
Journal of the American Statistical Association : JASA
The world economy : the leading journal on international economic relations
Econometric theory
3
Journal of econometrics
1
The European journal of finance
1
Source
All
ECONIS (ZBW)
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
2
Forecast of realized covariance matrix based on asymptotic distribution of the LU decomposition with an application for balancing minimum variance portfolio
Kim, Hee-Soo
;
Shin, Dong-wan
- In:
Applied economics letters
26
(
2019
)
8
,
pp. 661-668
Persistent link: https://www.econbiz.de/10012204303
Saved in:
3
A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan
;
Hwang, Eunju
- In:
Economics letters
129
(
2015
),
pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
Saved in:
4
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
Saved in:
5
A CUSUM test for a long memory heterogeneous autoregressive model
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
121
(
2013
)
3
,
pp. 379-383
Persistent link: https://www.econbiz.de/10010392170
Saved in:
6
Efficient realized variance, regression coefficient, and correlation coefficient under different sampling frequencies
Shin, Dong-wan
;
Park, Sangun
- In:
Economics letters
115
(
2012
)
3
,
pp. 334-337
Persistent link: https://www.econbiz.de/10009631616
Saved in:
7
Confidence intervals for the largest root of autoregressive models based on instrumental variable estimators
Shin, Dong-wan
;
So, Beong Soo
- In:
Economics letters
71
(
2001
)
2
,
pp. 181-189
Persistent link: https://www.econbiz.de/10001569101
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->