Dong Wan Shin

Publication Activity (10 Years)

Years Active: 2005-2020
Publications (10 Years): 5

Top Topics

Kernel Density Estimators

Autoregressive Moving Average

Top Venues

Comput. Stat. Data Anal.

Commun. Stat. Simul. Comput.

Publications

Ji-Eun Choi, Dong Wan Shin
Bootstrapping volatility spillover index. Commun. Stat. Simul. Comput. 49 (1) (2020)
Ji-Eun Choi, Dong Wan Shin
Moving block bootstrapping for a CUSUM test for correlation change. Comput. Stat. Data Anal. 135 (2019)
Ji Won Shin, Dong Wan Shin
Vector error correction heterogeneous autoregressive forecast model of realized volatility and implied volatility. Commun. Stat. Simul. Comput. 48 (5) (2019)
Hyejin Song, Dong Wan Shin, Jae Keun Yoo
Do we need the constant term in the heterogenous autoregressive model for forecasting realized volatilities? Commun. Stat. Simul. Comput. 47 (1) (2018)
Dong Wan Shin, Hyo Jin Kim, Jinwook Seo
SUR Approach for IV Estimation of Canonical Contagion Models. Commun. Stat. Simul. Comput. 45 (1) (2016)
Eunju Hwang, Dong Wan Shin
Stationary bootstrapping for semiparametric panel unit root tests. Comput. Stat. Data Anal. 83 (2015)
Eunju Hwang, Dong Wan Shin
Infinite-order, long-memory heterogeneous autoregressive models. Comput. Stat. Data Anal. 76 (2014)
Eunju Hwang, Dong Wan Shin
Stationary bootstrap for kernel density estimators under Ψ-weak dependence. Comput. Stat. Data Anal. 56 (6) (2012)
Man-Suk Oh, Dong Wan Shin
A unified Bayesian inference on treatment means with order constraints. Comput. Stat. Data Anal. 55 (1) (2011)
Dong Wan Shin, Sangun Park
Robust panel unit root tests for cross-sectionally dependent multiple time series. Comput. Stat. Data Anal. 54 (11) (2010)
Yonghee Lee, Dong Wan Shin
Optimal tests against the alternative hypothesis of panel unit roots. Comput. Stat. Data Anal. 53 (6) (2009)
Dong Wan Shin, Soo Jung Park, Man-Suk Oh
A robust sign test for panel unit roots under cross sectional dependence. Comput. Stat. Data Anal. 53 (4) (2009)
Soo Jung Park, Dong Wan Shin, Byeong Uk Park, Woo Chul Kim, Man-Suk Oh
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. 50 (2) (2006)
Soo Jung Park, Dong Wan Shin, Byeong Uk Park, Woo Chul Kim, Man-Suk Oh
Bayesian test for asymmetry and nonstationarity in MTAR model with possibly incomplete data. Comput. Stat. Data Anal. 49 (4) (2005)