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Sangyeol Lee

Sangyeol Lee

Seoul National University - Seoul / South Korea
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 420080
서울대학교
person_outline Sangyeol Lee's MOST POPULAR ARTICLES
1-) The cusum test for parameter change in time series models Scandinavian Journal of Statistics 30 (4), 781-796, 2003
2-) The cusum of squares test for scale changes in infinite order moving average processes Scandinavian Journal of Statistics 28 (4), 625-644, 2001
3-) On the cusum test for parameter changes in GARCH (1,1) models Communications in Statistics-Theory and Methods 29 (2), 445-462, 2000
4-) Prevalence of insomnia and its relationship to menopausal status in middle‐aged Korean women Psychiatry and Clinical Neurosciences 59 (4), 395-402, 2005
5-) The cusum test for parameter change in regression models with ARCH errors Journal of the Japan Statistical Society 34 (2), 173-188, 2004