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| 1 |
A recent overview on financial and special time series models
Hwang, S.Y.;
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The Korean Statistical Society
, v.29, no.1, pp.1-12,
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| 2 |
The impacts of high speed train on the regional economy of Korea
Park, Mi Suk;Kim, Yongku;
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The Korean Statistical Society
, v.29, no.1, pp.13-25,
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| 3 |
Adaptive lasso in sparse vector autoregressive models
Lee, Sl Gi;Baek, Changryong;
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The Korean Statistical Society
, v.29, no.1, pp.27-39,
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| 4 |
A modified Lee-Carter model based on the projection of the skewness of the mortality
Lee, Hangsuck;Baek, Changryong;Kim, Jihyeon;
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The Korean Statistical Society
, v.29, no.1, pp.41-59,
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| 5 |
Wild bootstrap Ljung-Box test for autocorrelation in vector autoregressive and error correction models
Lee, Myeongwoo;Lee, Taewook;
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The Korean Statistical Society
, v.29, no.1, pp.61-73,
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| 6 |
Dynamic analysis of financial market contagion
Lee, Hee Soo;Kim, Tae Yoon;
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The Korean Statistical Society
, v.29, no.1, pp.75-83,
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| 7 |
Comparison of realized volatilities reflecting overnight returns
Cho, Soojin;Kim, Doyeon;Shin, Dong Wan;
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The Korean Statistical Society
, v.29, no.1, pp.85-98,
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| 8 |
Bayesian inference on multivariate asymmetric jump-diffusion models
Lee, Youngeun;Park, Taeyoung;
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The Korean Statistical Society
, v.29, no.1, pp.99-112,
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| 9 |
Joint model of longitudinal data with informative observation time and competing risk
Kim, Yang-Jin;
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The Korean Statistical Society
, v.29, no.1, pp.113-122,
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| 10 |
Comparison between homogeneity test statistics for panel AR(1) model
Lee, Sung Duck;Kim, Sun Woo;Jo, Na Rae;
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The Korean Statistical Society
, v.29, no.1, pp.123-132,
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| 11 |
A study on parsimonious periodic autoregressive model
Lee, Jiho;Seong, Byeongchan;
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The Korean Statistical Society
, v.29, no.1, pp.133-144,
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| 12 |
Comparison of forecasting models of disease occurrence due to the weather in elderly patients
Lee, Seonjae;Yeo, In-Kwon;
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The Korean Statistical Society
, v.29, no.1, pp.145-155,
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| 13 |
A comparison study on regression with stationary nonparametric autoregressive errors
Yu, Kyusang;
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The Korean Statistical Society
, v.29, no.1, pp.157-169,
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| 14 |
Comparison of semiparametric methods to estimate VaR and ES
Kim, Minjo;Lee, Sangyeol;
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The Korean Statistical Society
, v.29, no.1, pp.171-180,
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| 15 |
Comparison of methods of approximating option prices with Variance gamma processes
Lee, Jaejoong;Song, Seongjoo;
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The Korean Statistical Society
, v.29, no.1, pp.181-192,
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| 16 |
A study on electricity demand forecasting based on time series clustering in smart grid
Sohn, Hueng-Goo;Jung, Sang-Wook;Kim, Sahm;
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The Korean Statistical Society
, v.29, no.1, pp.193-203,
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| 17 |
Seasonal adjustment in Korean economic statistics and major issues
Lee, Geung-Hee;
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The Korean Statistical Society
, v.29, no.1, pp.205-220,
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| 18 |
Stock return volatility based on intraday high frequency data: double-threshold ACD-GARCH model
Chung, Sunah;Hwang, S.Y.;
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The Korean Statistical Society
, v.29, no.1, pp.221-230,
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| 19 |
New seasonal moving average filters for X-13-ARIMA
Shim, Kyuho;Kang, Gunseog;
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The Korean Statistical Society
, v.29, no.1, pp.231-242,
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| 20 |
A study on composite precedence indices focusing on Jeju
Kim, Kye Chul;Kim, Myung Joon;Kim, Yeong-Hwa;
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The Korean Statistical Society
, v.29, no.1, pp.243-255,
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| 21 |
Estimation for random coefficient autoregressive model
Kim, Ju Sung;Lee, Sung Duck;Jo, Na Rae;Ham, In Suk;
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The Korean Statistical Society
, v.29, no.1, pp.257-266,
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| 22 |
Residual-based copula parameter estimation
Na, Okyoung;Kwon, Sunghoon;
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The Korean Statistical Society
, v.29, no.1, pp.267-277,
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