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NO	Title, Author(s) (Publication Title, Volume Issue, Page, Issue Date)
1	A rolling analysis on the prediction of value at risk with multivariate GARCH and copula Bai, Yang; Dang, Yibo; Park, Cheolwoo; Lee, Taewook, COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, v.25, no.6, pp.605 - 618, 2018-11
2	Tests for serial correlation in mean and variance of a sequence of time series objects Lee, Taewook; Park, Cheolwoo, JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v.87, no.3, pp.478 - 492, 2017-02
3	BRIDGE ESTIMATION FOR LINEAR REGRESSION MODELS WITH MIXING PROPERTIES Lee, Taewook; Park, Cheolwoo; Yoon, Young Joo, AUSTRALIAN & NEW ZEALAND JOURNAL OF STATISTICS, v.56, no.3, pp.283 - 302, 2014-09
4	Penalized regression models with autoregressive error terms Yoon, Young Joo; Park, Cheolwoo; Lee, Taewook, JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, v.83, no.9, pp.1756 - 1772, 2013-09
5	Bootstrap-Based Test for Volatility Shifts in GARCH against Long-Range Dependence Wang, Yu; Park, Cheolwoo; Lee, Taewook, COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS, v.22, no.5, pp.495 - 506, 2015-09

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