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A note on geometric ergodicity...
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Strict stationarity and mixing properties of asymmetric power GARCH models allowing a signed volatility
Lee, O.
;
Shin, Dong-wan
- In:
Economics letters
84
(
2004
)
2
,
pp. 167-173
Persistent link: https://www.econbiz.de/10002116204
Saved in:
2
Geometric ergodicity and ß-mixing property for a multivariate CARR model
Lee, O.
;
Shin, Dong-wan
- In:
Economics letters
100
(
2008
)
1
,
pp. 111-114
Persistent link: https://www.econbiz.de/10003747368
Saved in:
3
Alleviation of rural poverty in the Republic of Korea
Shin, Dong-wan
;
Choi, Yang-boo
-
1984
Persistent link: https://www.econbiz.de/10000697799
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4
Tests for asymmetry in possibly nonstationary dynamic panel models
Shin, Dong-wan
;
Jhee, Won-Chul
- In:
Economics letters
91
(
2006
)
1
,
pp. 15-20
Persistent link: https://www.econbiz.de/10003314911
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5
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:
6
Long-memories and mean breaks in realized volatilities
Song, Hyejin
;
Shin, Dong-wan
- In:
Applied economics letters
22
(
2015
)
16/18
,
pp. 1273-1280
Persistent link: https://www.econbiz.de/10011380139
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7
Modeling and forecasting realized volatilities of Korean financial assets featuring long memory and asymmetry
Park, Soyoung
;
Shin, Dong-wan
- In:
Asia-Pacific journal of financial studies
43
(
2014
)
1
,
pp. 31-58
Persistent link: https://www.econbiz.de/10010348459
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8
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
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9
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:
10
Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors
Shin, Dong-wan
;
Oh, Man-Suk
- In:
Journal of econometrics
122
(
2004
)
2
,
pp. 247-280
Persistent link: https://www.econbiz.de/10002173145
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