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Junmo Song
Publication Activity (10 Years)
Years Active: 2017-2022
Publications (10 Years): 5
Top Topics
Garch Model
Top Venues
Comput. Stat. Data Anal.
CoRR
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Publications
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Taeyoung Kang
,
Eunrang Kwon
,
Junbum Lee
,
Youngeun Nam
,
Junmo Song
,
JeongKyu Suh
Korean Online Hate Speech Dataset for Multilabel Classification: How Can Social Science Improve Dataset on Hate Speech?
CoRR
(2022)
Junmo Song
Robust test for dispersion parameter change in discretely observed diffusion processes.
Comput. Stat. Data Anal.
142 (2020)
Junmo Song
,
Changryong Baek
Detecting structural breaks in realized volatility.
Comput. Stat. Data Anal.
134 (2019)
Junmo Song
,
Jiwon Kang
Parameter change tests for ARMA-GARCH models.
Comput. Stat. Data Anal.
121 (2018)
Junmo Song
,
Dong-hyun Oh
,
Jiwon Kang
Robust estimation in stochastic frontier models.
Comput. Stat. Data Anal.
105 (2017)