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Asymmetric GARCH processes featuring both threshold effect and bilinear structure

Choi, M. S.; Park, J. A.; Hwang, S. Y.

ArticleIssue Date2012CitationSTATISTICS & PROBABILITY LETTERS, v.82, no.3, pp 419 - 426PublisherELSEVIER SCIENCE BV

Limiting mixture distributions for AR(1) model indexed by a branching process

ArticleIssue Date2010CitationSTATISTICS & PROBABILITY LETTERS, v.80, no.23-24, pp 2003 - 2008PublisherELSEVIER SCIENCE BV

Practically Applicable Central Limit Theorem for Spatial Statistics

Park, Byeong U.; Kim, Tae Yoon; Park, Jeong-Soo; Hwang, S. Y.

ArticleIssue Date2009CitationMATHEMATICAL GEOSCIENCES, v.41, no.5, pp 555 - 569PublisherSPRINGER HEIDELBERG

Persistent-threshold-GARCH processes: Model and application

Park, J. A.; Baek, J. S.; Hwang, S. Y.

ArticleIssue Date2009CitationSTATISTICS & PROBABILITY LETTERS, v.79, no.7, pp 907 - 914PublisherELSEVIER SCIENCE BV

Godambe estimating functions and asymptotic optimal inference

Hwang, S. Y.; Basawa, I. V.

ArticleIssue Date2011CitationSTATISTICS & PROBABILITY LETTERS, v.81, no.8, pp 1121 - 1127PublisherELSEVIER SCIENCE BV

The copula directional dependence by stochastic volatility models Go to Link

Kim, Jong-Min; Hwang, S. Y.

ArticleIssue Date2019CitationCOMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, v.48, no.4, pp 1153 - 1175PublisherTAYLOR & FRANCIS INC

A profile Godambe information of power transformations for ARCH time series Go to Link

Chung, Sunah; Hwang, S. Y.

ArticleIssue Date2017CitationCOMMUNICATIONS IN STATISTICS-THEORY AND METHODS, v.46, no.14, pp 6899 - 6908PublisherTAYLOR & FRANCIS INC

Some characterizations of non-ergodic estimating functions for stochastic processes Go to Link

Hwang, S. Y.

ArticleIssue Date2015CitationJOURNAL OF THE KOREAN STATISTICAL SOCIETY, v.44, no.4, pp 661 - 667PublisherKOREAN STATISTICAL SOC

Quasi likelihood and quasi-maximum likelihood for GARCH-type processes: Estimating function approach Go to Link

Hwang, S. Y.; Choi, M. S.; Yeo, I. K.

ArticleIssue Date2014CitationJOURNAL OF THE KOREAN STATISTICAL SOCIETY, v.43, no.4, pp 631 - 641PublisherKOREAN STATISTICAL SOC

News Impact Curve and Test for Asymmetric Volatility Go to Link

박진아; 최문선; 김강균; 황선영

ArticleIssue Date2007Citation한국데이터정보과학회지, v.18, no.3, pp 697 - 704Publisher한국데이터정보과학회

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