ScholarWorks@Gachon: Hwang, Eun Ju

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Hwang, Eun Ju (황은주)

Social Sciences (Department of Applied Statistics)

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Tel 031-750-5373
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Stationary bootstrap:6||COVID19:5||HAR model:4||Asymptotic normality:4||stationary bootstrap:3||Weak dependence:3||Realized volatility:3||CUSUM test:3||CUSUM:2||Market microstructure noise:2||Panel model:2||weak dependence:2||realized covariance:2||Volatility:2||Limit theory:2||realized volatility:2||Autoregression:2||Bootstrap test:2||Estimation:1||Exponentially weighted HAR models:1||Forecasting:1||GARCH process:1||GARCH(1,1) model:1||HARRV model:1||Heavytailed:1||Heavytailed GARCH process:1||Heterogeneous autoregressive model:1||High frequency data:1||Joint distribution of sum and maximum:1||Jump diffusion process:1||Kernel density estimator:1||Kernel estimator:1||Lagrangian multiplier test:1||Least squared estimator:1||Least squares estimate:1||Least squares estimation:1||Least squares estimator:1||Longmemory:1||Mean change:1||Mean interval score:1||Mode:1||Monte Carlo study:1||Moving block bootstrap:1||Multivariate HAR models:1||Multivariate HARRV model:1||Network vector autoregression:1||Nonsynchronous trading:1||Parameter constancy:1||Prediction:1||Prediction interval:1||Prediction intervals:1||Prediction meansquared error:1||Primary: 62F40:1||Random coefficient model:1||Ratio test:1||Realized bipower variation:1||Realized covariations:1||Realized variation:1||Recursive mean adjustment:1||Regimeswitching GARCH model:1||Regimeswitching GARCH process:1||Residual bootstrap:1||Residualbased bootstrapping:1||Secondary: 62G32:1||Size distortion:1||Squared CUSUM:1||Stable limit:1||Stationary bootstrapping:1||Stationary processes:1||Strong mixing:1||Structural break:1||Subsampling:1||Tail index:1||Time series model:1||Twopiece $t$분포:1||Twotime scale estimator:1||Ustatistic:1||Weighted least squares estimate:1||Weighted least squares estimation:1||associated random variables:1||consistency:1||cumulative impulse response function:1||electricity demand:1||empirical process:1||exponential inequality:1||exponentially decaying coefficients:1||forecasting:1||functional central limit theorem:1||heterogeneous autoregressive model:1||heterogeneous autoregressive(infinity) model:1||i.i.d. bootstrap:1||integervalued GARCH(1, 1):1||jump diffusion process:1||limit theory:1||linear process:1||long memory:1||longmemory:1||market microstructure noise:1||maximal moment inequality:1||mean break:1||mean residual life process:1||multivariate HAR model:1||nonsynchronous trading:1||nonlinear time series:1||nonparametric regression:1||parameter constancy:1||partial sum of random variables:1||periodic oscillation:1||prediction:1||prediction interval.:1||ratio test:1||realized bipower variation:1||realized correlation coefficient:1||realized regression coefficient:1||realized variation:1||regimeswitching Markovchain:1||seasonality:1||stock price:1||strong consistency:1||strong mixing:1||structural break:1||structural changes:1||tail index:1||time series model:1||twopiece t distribution:1||weak consistency:1||weak convergence:1||계절성:1||시계열 모형:1||예측구간.:1||이질적 자기회귀모형:1||전력 수요:1||62G10:1||최소제곱추정법:1||62G30:1||ARCH:1||Asymmetry:1||Asymptotic property:1||Augmented GARCH:1||Average change:1||Bandwidth:1||Bernsteintype inequality:1||Bootstrap procedure:1||Common panel mean change:1||Consistency:1||Crosssection correlation:1||Crosssectional dependence:1||Cumulative impulse response:1||Differencebased bootstrapping:1||Disjoint block bootstrap:1||Empirical distribution function:1||

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1342, Seongnam-daero, Sujeong-gu, Seongnam-si, Gyeonggi-do, Republic of Korea(13120)031-750-5114

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