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On more robust estimation of skewness and kurtosis : simulation and application to the S&P500 index
Kim, Tae-hwan; White, Halbert - 2003
Persistent link: https://www.econbiz.de/10002118385
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Asymptotic and Bayesian confidence intervals for Sharpe style weights
Kim, Tae-hwan; Stone, Douglas; White, Halbert - 2000
Persistent link: https://www.econbiz.de/10001541193
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Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan; White, Halbert - 2002
Persistent link: https://www.econbiz.de/10001683571
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James-Stein type estimators in large samples with application to the least absolute deviations estimator
Kim, Tae-hwan; White, Halbert - 2000
Persistent link: https://www.econbiz.de/10001495720
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James-Stein type estimators in large samples with application to the least absolute deviation estimator
Kim, Tae-Hwan; White, Halbert - 1999
Persistent link: https://www.econbiz.de/10001366190