ScholarWorks@SUNGKYUNKWAN UNIVERSITY: BAEK, CHANG RYONG

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BAEK, CHANG RYONG (백창룡)

Economics (Statistics)

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adaptive lasso:4||deep learning:3||Highdimensional time series:3||Realized volatility:3||Long memory:3||희박벡터자기회귀모형:3||sparse vector autoregressive model:3||FIVARMA:2||value at risk:2||LSTM:2||Heterogeneous autoregressive (HAR) model:2||SAX:2||Block wild bootstrap:2||Change point analysis:2||longrange dependence:2||Parameter change test:2||change point:2||VARFIMA:2||Hypothesis tests:2||high dimensional time series:2||Dynamic factor models:2||partial spectral coherence:2||highdimensional time series:2||HARGARCH model:1||Hadoop optimization:1||Harmonizable representations:1||Heteroscedastic:1||High persistency:1||Kernel bandwidth selection:1||LNGPD 합성분포:1||LSTM network:1||LeeCarter model:1||LeeCarter 모형:1||Local Whittle estimator:1||Long range dependence:1||Longmemory process:1||Longrange dependence:1||Longevity risk:1||Longitudinal data:1||Lorenz curve:1||Markov switching model:1||Mean changes:1||Minimum density power divergence:1||Moving average representations:1||Moving sum algorithm:1||Neural network (NN):1||Nonparametric regression:1||Operator fractional Brownian fields:1||Operator scaling:1||Operator selfsimilarity:1||Outliers:1||PM10:1||Partial spectral coherence (PSC):1||Periodic vector autoregressive (PVAR) model:1||Piecewise polynomial trend:1||Principal components:1||Realized volatility (RV):1||Score test:1||Seasonal vector autoregressive (SVAR) model:1||Sparse vector heterogeneous autoregressive model:1||Sparsity:1||Stock market linkage:1||VHAR:1||Variable selection:1||Variance shifts:1||Volatility change:1||Volatility shifts:1||adaptive lasso:1||autoencoder:1||block bootstrap:1||block multiplier bootstrap:1||bootstrap:1||call center:1||change point analysis:1||changes in mean:1||classification:1||clustering:1||composite LNGPD:1||composite LNGPD model:1||correlations:1||covariances:1||cryptocurrencies:1||cryptocurrency:1||dependence structure:1||dimension reduction:1||dynamic factor models:1||factor augmentation:1||factoraugmented heterogeneous autoregressive (FAHAR):1||functional time series:1||heterogeneous autoregressive (HAR):1||heterogeneous autoregressive (HAR) model:1||highdimensional long memory time series:1||hypothesis tests:1||knockoff:1||lasso:1||local Whittle estimator:1||local polynomial maximum likelihood estimation:1||lognormal distribution:1||long memory:1||long range dependence:1||long range dependent:1||longrun variance:1||minimax concave penalty (MCP):1||moving sum (MOSUM):1||multivariate long memory process:1||networks:1||news sentiment analysis:1||nonconvex penalty:1||outlier detection:1||periodic vector autoregressive (PVAR) model:1||posterior consistency:1||principal components:1||realized volatility:1||realized volatility:1||robust estimation:1||robust regression:1||short and longrange dependence:1||size and power:1||skewness:1||smoothly clipped absolute deviations (SCAD):1||sparse projection:1||sparse vector heterogeneous autoregressive (VHAR) model:1||sparse vine copula:1||sparsity:1||spillover index:1||stock market linkage:1||the mortality index:1||the projection of future mortality:1||threshold selection:1||time series representation:1||unbalanced Haar wavelet transformation:1||vector autoregression:1||vector heterogeneous autoregressive model:1||volatility models:1||고차원 시계열:1||국소다항최대우도법:1||군집화:1||그래인저 인과관계:1||동적 조건부 상관:1||딥러닝:1||로그정규분포:1||로그정규분포와 GPD의 합성 모델:1||로렌츠 커브:1||미세먼지:1||변동성 모형:1||부분 스펙트럼 일관성:1||부분상관스펙트럼:1||분류:1||불균형 Haar 웨이블릿 변환:1||블럭 붓스트랩:1||빅데이터:1||사망률 예측:1||사망률 지수:1||시계열 표현:1||왜도:1||임계값 선택:1||장기간 의존 시계열:1||장기간 종속 시계열:1||장기적 분산:1||장기종속시계열:1||장수리스크:1||지니 계수:1||최대 기대 손실 금액:1||콜센터 분석:1||하둡:1||Adaptive lasso:1||희박성:1||Anisotropy:1||Autocovariances:1||Bayesian vector autoregressive (BVAR) model:1||Bayesian vector heterogeneous autoregressive model (BVHAR):1||Big data:1||Binary segmentation:1||Block bootstrapping:1||Block multiplier bootstrap:1||CUSUM:1||CUSUM test:1||Changes in mean:1||Cholesky decomposition:1||Dynamic conditional correlation:1||Dynamic factor model:1||Exact local Whittle estimator:1||FARIMA:1||FDR:1||GARCH models:1||GPD:1||GPD 분포:1||Gini coefficient:1||Granger causality:1||

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(03063) 25-2, SUNGKYUNKWAN-RO, JONGNO-GU, SEOUL, KOREAsamsunglib@skku.edu

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