국립부경대학교 | 통계·데이터사이언스
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등록된 내용이 없습니다.

등록된 내용이 없습니다.

· TIme series analysis
· Deep learning
· Change point analysis
· Risk management

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1 Choi, J. E. and Shin, D. W. (2021) A self-normalization break test for correlation matrix, Statistical Papers, 62, 2333-2353.
2 Choi, J. E. and Shin, D. W. (2021) A general panel break test based on the self-normalization method, Journal of the Korean Statistical Society, 50, 654-680.
3 Choi, J. E. and Shin, D. W. (2021) Nonparametric estimation of time varying correlation coefficient, Journal of the Korean Statistical Society, 50, 333-353.
4 Choi, J. E. and Shin, D. W. (2020) Block bootstrapping for a panel mean break test, Journal of the Korean Statistical Society, 49, 802-821.
5 Choi, J. E. and Shin, D. W. (2020) A self-normalization test for correlation change, Economics Letters, 193, 108363.
6 Choi, J. E. and Shin, D. W. (2020) Bootstrapping volatility spillover index, Communications in Statistics - Simulation and Computation, 49, 66-78.
7 Choi, J. E. and Shin, D. W. (2019) The roles of differencing and dimension reduction in machine learning forecasting of employment level using the FRED big data, Communications for Statistical Applications and Methods, 26, 497-506.
8 Choi, J. E. and Shin, D. W. (2019) Three regime bivariate normal distribution: a new estimation method for co value-at-risk, CoVaR, The European Journal of Finance, 25, 1817-1833.
9 Choi, J. E. and Shin, D. W. (2019) Moving block bootstrapping for a CUSUM test for correlation change, Computational Statistics and Data Analysis, 135, 95-106.
10 Choi, J. E. and Shin, D. W. (2019) Quantile forecasts for financial volatilities based on parametric and asymmetric models, Journal of the Korean Statistical Society, 48, 68-83.
11 Choi, J. E. and Shin, D. W. (2018) Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates, Journal of Forecasting, 37, 691-704.
12 Choi, J. E., Lee, H. and Song, J. (2018) Forecasting daily PM10 concentrations in Seoul using various data mining techniques, Communications for Statistical Applications and Methods, 25, 199-215.
13 Park, S. K., Choi, J. E. and Shin, D. W. (2017) Value at risk forecasting for volatility index, Applied Economics Letters, 24, 1613-1620.

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