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D
Dong Wan Shin
Ewha Womans University
20
H指数
182
论文数
1.7K
被引数
0
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10
发表时间
发表时间
IF
被引数
Vector SHAP Values for Machine Learning Time Series Forecasting
用于机器学习时间序列预测的向量SHAP值
JOURNAL OF FORECASTING
IF
2.7
2024-11-18
1
PRE
AI
Choi, Ji Eun; Shin, Ji Won; Shin, Dong Wan
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Parallel architecture of CNN-bidirectional LSTMs for implied volatility forecast
JOURNAL OF FORECASTING
IF
2.7
2022-02-03
9
PRE
AI
Choi, Ji-Eun; Shin, Dong Wan
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Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates
JOURNAL OF FORECASTING
IF
2.7
2018-06-19
7
PRE
AI
Choi, Ji-Eun; Shin, Dong Wan
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Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity
JOURNAL OF ECONOMETRICS
IF
4
2018-02-01
2
PRE
AI
Hwang, Eunju; Shin, Dong Wan
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Asymmetry and nonstationarity for a seasonal time series model
JOURNAL OF ECONOMETRICS
IF
4
2007-01-01
3
PRE
AI
Shin, Dong Wan; Lee, Oesook
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An instrumental variable approach for panel unit root tests under cross-sectional dependence
JOURNAL OF ECONOMETRICS
IF
4
2006-09-01
20
PRE
AI
Shin, Dong Wan; Kang, Seungho
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Fully modified semiparametric GLS estimation for regressions with nonstationary seasonal regressors
非平稳季节回归的完全修改的半参数GLS估计
JOURNAL OF ECONOMETRICS
IF
4
2004-10-01
1
PRE
AI
Shin, DW; Oh, MS
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An instrumental variable approach for tests of unit roots and seasonal unit roots in asymmetric time series models
JOURNAL OF ECONOMETRICS
IF
4
2003-07-01
13
PRE
AI
Shin, DW; Lee, O
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An invariant sign test for random walks based on recursive median adjustment
JOURNAL OF ECONOMETRICS
IF
4
2001-06-01
34
PRE
AI
So, BS; Shin, DW
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Gaussian tests for seasonal unit roots based on Cauchy estimation and recursive mean adjustments
JOURNAL OF ECONOMETRICS
IF
4
2000-11-01
17
PRE
AI
Shin, DW; So, BS
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研究方向
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合作学者
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J
Ji Eun Choi
H 指数: 23 · 论文数: 170
S
Seung‐Ho Kang
H 指数: 16 · 论文数: 110
E
Eunju Hwang
H 指数: 11 · 论文数: 71
O
Oesook Lee
H 指数: 8 · 论文数: 40
B
Beong Soo So
H 指数: 8 · 论文数: 18
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