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~person:"Kim, Tae-hwan"
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Kim, Tae-hwan
Kim, Tae-Hwan
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KIM, TAE-HWAN
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Maximum likelihood estimation of misspecified models : twenty years later
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ECONIS (ZBW)
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1
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:
2
Forecasting volatility of futures market : the S&P 500 and FTSE 100 futures using high frequency returns and implied volatility
Noh, Jaesun
;
Kim, Tae-hwan
- In:
Applied economics
38
(
2006
)
4
,
pp. 395-413
Persistent link: https://www.econbiz.de/10003298646
Saved in:
3
Two-stage quantile regression when the first stage is based on quantile regression
Kim, Tae-hwan
;
Muller, Christophe
- In:
The econometrics journal
7
(
2004
)
1
,
pp. 218-231
Persistent link: https://www.econbiz.de/10002122077
Saved in:
4
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:
5
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:
6
Multi-dimensional portfolio risk and its diversification : a note
Kim, Woohwan
;
Kim, Youngmin
;
Kim, Tae-hwan
;
Bang, Seungbeom
- In:
Global finance journal
35
(
2018
),
pp. 147-156
Persistent link: https://www.econbiz.de/10012124807
Saved in:
7
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:
8
Revisiting growth empirics based on IV panel quantile regression
Huo, Lijuan
;
Kim, Tae-hwan
;
Kim, Yunmi
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3859-3873
Persistent link: https://www.econbiz.de/10011294309
Saved in:
9
Examination of some more powerful modifications of the Dickey-Fuller test
Leybourne, Stephen James
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001777071
Saved in:
10
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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