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type:"article"
type_genre:"Article in journal"
~isPartOf:"Finance research letters"
~isPartOf:"Financial markets and portfolio management"
~isPartOf:"International journal of forecasting"
~person:"Kim, Tae-hwan"
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Kim, Tae-hwan
Hyndman, Rob J.
4
Armstrong, Jon Scott
3
De Luca, Giovanni
3
Kapetanios, George
3
Kim, Yunmi
3
Panagiotelis, Anastasios
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Shi, Yanlin
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Madan, Dilip B.
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Finance research letters
Financial markets and portfolio management
International journal of forecasting
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Testing for structural breaks in return-based style regression models
Kim, Yunmi
;
Stone, Douglas
;
Kim, Tae-hwan
- In:
Financial markets and portfolio management
35
(
2021
)
1
,
pp. 61-76
Persistent link: https://www.econbiz.de/10012495896
Saved in:
2
The instability of the Pearson correlation coefficient in the presence of coincidental outliers
Kim, Yunmi
;
Kim, Tae-hwan
;
Ergün, Tolga
- In:
Finance research letters
13
(
2015
),
pp. 243-257
Persistent link: https://www.econbiz.de/10011552545
Saved in:
3
Robust estimation of covariance and its application to portfolio optimization
Huo, Lijuan
;
Kim, Tae-hwan
;
Kim, Yunmi
- In:
Finance research letters
9
(
2012
)
3
,
pp. 121-134
Persistent link: https://www.econbiz.de/10009628116
Saved in:
4
On more robust estimation of skewness and kurtosis
Kim, Tae-hwan
;
White, Halbert
- In:
Finance research letters
1
(
2004
)
1
,
pp. 56-73
Persistent link: https://www.econbiz.de/10003307251
Saved in:
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