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type_genre:"Article in journal"
~person:"Kim, Tae-hwan"
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Search: subject_exact:"Estimation theory"
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Estimation theory
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Kim, Tae-hwan
Phillips, Peter C. B.
91
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59
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57
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56
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Finance research letters
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1
Impulse response analysis in conditional quantile models with an application to monetary policy
Lee, Dong Jin
;
Kim, Tae-hwan
;
Mizen, Paul
- In:
Journal of economic dynamics & control
127
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012668504
Saved in:
2
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:
3
VAR for VaR: measuring tail dependence using multivariate regression quantiles
White, Halbert
;
Kim, Tae-hwan
;
Manganelli, Simone
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 169-188
Persistent link: https://www.econbiz.de/10011498808
Saved in:
4
Quantile cointegration in the autoregressive distributed-lag modeling framework
Cho, Jin Seo
;
Kim, Tae-hwan
;
Shin, Yongcheol
- In:
Journal of econometrics
188
(
2015
)
1
,
pp. 281-300
Persistent link: https://www.econbiz.de/10011500352
Saved in:
5
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:
6
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:
7
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:
8
Behaviour of cointegration tests in the presence of structural breaks in variance
Noh, Jaesun
;
Kim, Tae-hwan
- In:
Applied economics letters
10
(
2003
)
15
,
pp. 999-1002
Persistent link: https://www.econbiz.de/10001876763
Saved in:
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