Eun-Ju Hwang

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
A class of bootstrap tests on the tail index	2023-07-18	Paper
Tests for structural breaks in memory parameters of long-memory heterogeneous autoregressive models	2022-05-16	Paper
Bootstrap inference for network vector autoregression in large-scale social network	2022-04-27	Paper
https://portal.mardi4nfdi.de/entity/Q5001895	2021-07-23	Paper
A multivariate HAR-RV model with heteroscedastic errors and its WLS estimation	2021-06-30	Paper
Weighted least squares estimation in a binary random coefficient panel model with infinite variance	2021-01-06	Paper
A note on limit theory for mildly stationary autoregression with a heavy-tailed GARCH error process	2019-09-05	Paper
Infinite-order, long-memory heterogeneous autoregressive models	2018-11-23	Paper
Stationary bootstrapping for semiparametric panel unit root tests	2018-11-23	Paper
Two-stage stationary bootstrapping for bivariate average realized volatility matrix under market microstructure noise and asynchronicity	2018-07-17	Paper
A dynamic Markov regime-switching GARCH model and its cumulative impulse response function	2018-06-20	Paper
Stationary bootstrapping for realized covariations of high frequency financial data	2018-01-12	Paper
Estimation of structural mean breaks for long-memory data sets	2018-01-12	Paper
Stationary bootstrapping for common mean change detection in cross-sectionally dependent panels	2017-12-01	Paper
A CUSUM test for panel mean change detection	2017-02-09	Paper
Dynamic behavior of volatility in a nonstationary generalized regime-switching GARCH model	2016-05-20	Paper
Kernel estimators of mode under \(\psi\)-weak dependence	2016-04-04	Paper
MAXIMAL INEQUALITIES AND AN APPLICATION UNDER A WEAK DEPENDENCE	2016-03-11	Paper
A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities	2015-10-05	Paper
A CUSUMSQ test for structural breaks in error variance for a long memory heterogeneous autoregressive model	2015-05-18	Paper
A bootstrap test for jumps in financial economics	2015-05-05	Paper
A Note on Exponential Inequalities of ψ-Weakly Dependent Sequences	2015-02-12	Paper
Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence	2014-11-26	Paper
Semiparametric estimation for partially linear models with \(\psi\)-weak dependent errors	2014-09-30	Paper
Random central limit theorems for linear processes with weakly dependent innovations	2014-09-26	Paper
The stationary bootstrap for the joint distribution of sum and maximum of stationary sequences	2014-08-11	Paper
A study on moment inequalities under a weak dependence	2014-08-06	Paper
Stationary bootstrapping for non-parametric estimator of nonlinear autoregressive model	2014-06-16	Paper
A CUSUM test for a long memory heterogeneous autoregressive model	2014-06-06	Paper
Stationary bootstrapping realized volatility	2014-02-11	Paper
Stationary bootstrapping realized volatility under market microstructure noise	2013-09-06	Paper
Stationary bootstrapping for cointegrating regressions	2013-05-13	Paper
Stationary bootstrap for kernel density estimators under \(\psi\)-weak dependence	2012-07-16	Paper
Strong consistency of the stationary bootstrap under \(\psi\)-weak dependence	2012-05-18	Paper
Fuzzy model based adaptive synchronization of uncertain chaotic systems: robust tracking control approach	2012-01-06	Paper
Delay distribution and loss probability of bandwidth requests under truncated binary exponential backoff mechanism in IEEE 802.16e over Gilbert-Elliot error channel	2010-03-22	Paper
The power saving mechanism with binary exponential traffic indications in the IEEE 802.16e/m	2009-11-23	Paper

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