SEARCH

SEARCH BY CITATION

Cited in:

CrossRef

This article has been cited by:

  1. 1
    GUSTAVO ULLOA, HÉCTOR ALLENDE-CID, HÉCTOR ALLENDE, ROBUST SIEVE BOOTSTRAP PREDICTION INTERVALS FOR CONTAMINATED TIME SERIES, International Journal of Pattern Recognition and Artificial Intelligence, 2014, 28, 07, 1460012

    CrossRef

  2. 2
    Eunju Hwang, Dong Wan Shin, Stationary Bootstrap Prediction Intervals for GARCH(p,q), Communications of the Korean statistical society, 2013, 20, 1, 41

    CrossRef

  3. 3
    Rosy Oh, Dong-Wan Shin, Market Microstructure Noise and Optimal Sampling Frequencies for the Realized Variances of Stock Prices of Four Leading Korean Companies, Korean Journal of Applied Statistics, 2012, 25, 1, 15

    CrossRef

  4. 4
    Yulia R. Gel, Bei Chen, Robust Lagrange multiplier test for detecting ARCH/GARCH effect using permutation and bootstrap, Canadian Journal of Statistics, 2012, 40, 3
  5. 5
    Jooyoung Jeon, James W. Taylor, Using Conditional Kernel Density Estimation for Wind Power Density Forecasting, Journal of the American Statistical Association, 2012, 107, 497, 66

    CrossRef

  6. 6
    Hye-Young Maeng, Dong-Wan Shin, Empirical Analyses of Asymmetric Conditional Heteroscedasticities for the KOSPI and Korean Won-US Dollar Exchange Rate, Korean Journal of Applied Statistics, 2011, 24, 6, 1033

    CrossRef