Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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: person:"Shin, Dong-wan"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
18
Theory
18
Estimation theory
15
Schätztheorie
15
Time series analysis
15
Zeitreihenanalyse
15
Einheitswurzeltest
13
Unit root test
13
Volatility
10
Volatilität
10
ARCH model
8
ARCH-Modell
8
Realized volatility
7
Correlation
6
Korrelation
6
Structural break
6
Forecasting model
5
Prognoseverfahren
5
Regression analysis
5
Regressionsanalyse
5
HAR model
4
Stationary bootstrap
4
Statistical test
4
Statistischer Test
4
Strukturbruch
4
Analysis of variance
3
Autocorrelation
3
Autokorrelation
3
Bootstrap approach
3
Bootstrap-Verfahren
3
Heteroscedasticity
3
Heteroskedastizität
3
Market microstructure noise
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Parameter constancy
3
Saisonkomponente
3
Seasonal component
3
Varianzanalyse
3
ARMA model
2
more ...
less ...
Online availability
All
Undetermined
57
Free
3
Type of publication
All
Article
111
Book / Working Paper
4
Type of publication (narrower categories)
All
Article in journal
36
Aufsatz in Zeitschrift
36
Amtsdruckschrift
1
Arbeitspapier
1
Government document
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
more ...
less ...
Language
All
Undetermined
73
English
42
Author
All
Shin, Dong Wan
76
Shin, Dong-wan
38
So, Beong Soo
18
Hwang, Eunju
17
Oh, Man-Suk
15
Lee, Oesook
13
Choi, Ji-Eun
6
Kang, Seungho
6
Park, Sangun
5
Lee, Yonghee
4
Sarkar, Sahadeb
4
Jang, Myoung Jin
3
Kim, Hyun Jung
3
Lee, O.
3
Oh, Man-suk
3
Jhee, Won-Chul
2
Jung, Yoon Young
2
Kim, Han Joon
2
Park, Chul Gyu
2
Park, Soo Jung
2
Basu, Ayanendranath
1
Choi, Ji‐Eun
1
Choi, Yang-boo
1
Joon Kim, Han
1
Kim, Bo Gyeong
1
Kim, Dai-Gyoung
1
Kim, Hee-Soo
1
Lee, Jong Hyup
1
OH, MAN SUK
1
Oh, Man Suk
1
Park, Seul-Ki
1
Park, Soyoung
1
Park, Taesung
1
Rao, Murali
1
SHIN, DONG WAN
1
Shin, Ji Won
1
So, Beong-Soo
1
Song, Hyejin
1
Song, Seuck Heun
1
more ...
less ...
Institution
All
FAO
1
Published in...
All
Economics letters
24
Statistics & Probability Letters
17
Journal of econometrics
12
Economics Letters
10
Computational Statistics & Data Analysis
9
Econometric theory
6
Journal of Econometrics
5
Journal of Applied Statistics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Applied economics letters
3
Econometric Theory
3
Journal of Business & Economic Statistics
2
Journal of Forecasting
2
Journal of Time Series Analysis
2
Journal of forecasting
2
Sankhya / B : the Indian journal of statistics
2
Asia-Pacific journal of financial studies
1
Biometrics
1
GCCR Working Paper Series 14-4
1
GCCR Working Paper Series 14-5
1
Mathematical methods of operations research
1
Series of in-depth studies on rural poverty alleviation
1
The European journal of finance
1
more ...
less ...
Source
All
RePEc
53
ECONIS (ZBW)
40
OLC EcoSci
20
Other ZBW resources
2
Showing
1
-
10
of
115
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Vector SHAP values for machine learning time series forecasting
Choi, Ji-Eun
;
Shin, Ji Won
;
Shin, Dong-wan
- In:
Journal of forecasting
44
(
2025
)
2
,
pp. 635-645
Persistent link: https://www.econbiz.de/10015374073
Saved in:
2
Parallel architecture of CNN-bidirectional LSTMs for implied volatility forecast
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Journal of forecasting
41
(
2022
)
6
,
pp. 1087-1098
Persistent link: https://www.econbiz.de/10013465682
Saved in:
3
Large Parallel architecture of CNN‐bidirectional LSTMs for implied volatility forecast
Choi, Ji‐Eun
;
Shin, Dong-wan
- In:
Journal of Forecasting
(
2021
)
Persistent link: https://www.econbiz.de/10012808300
Saved in:
4
A mean-difference test based on self-normalization for alternating regime index data sets
Kim, Bo Gyeong
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012509216
Saved in:
5
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:
6
Three regime bivariate normal distribution : a new estimation method for co-value-at-risk, CoVaR
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
The European journal of finance
25
(
2019
)
18
,
pp. 1817-1833
Persistent link: https://www.econbiz.de/10012207151
Saved in:
7
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:
8
Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity
Hwang, Eunju
;
Shin, Dong-wan
- In:
Journal of econometrics
202
(
2018
)
2
,
pp. 178-195
Persistent link: https://www.econbiz.de/10011974560
Saved in:
9
Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Journal of Forecasting
37
(
2018
)
6
,
pp. 691-704
Persistent link: https://www.econbiz.de/10012081999
Saved in:
10
Value at risk forecasting for volatility index
Park, Seul-Ki
;
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Applied economics letters
24
(
2017
)
21
,
pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
