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Estimation and inference in su...
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ECONIS (ZBW)
68
RePEc
27
OLC EcoSci
2
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41
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41
Adaptive markets hypothesis for Islamic stock indices : evidence from Dow Jones size and sector-indices
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
International economics : a journal published by CEPII …
151
(
2017
),
pp. 100-112
Persistent link: https://www.econbiz.de/10011793836
Saved in:
42
Stock returns and investors' mood : good day sunshine or spurious correlation?
Kim, Jae H.
- In:
International review of financial analysis
52
(
2017
),
pp. 94-103
Persistent link: https://www.econbiz.de/10011868713
Saved in:
43
International stock return predictability : evidence from new statistical tests
Charles, Amélie
;
Darné, Olivier
;
Kim, Jae H.
- In:
International review of financial analysis
54
(
2017
),
pp. 97-113
Persistent link: https://www.econbiz.de/10011878164
Saved in:
44
Testing for parameter restrictions in a stationary VAR model : a bootstrap alternative
Kim, Jae H.
- In:
Economic modelling
41
(
2014
),
pp. 267-273
Persistent link: https://www.econbiz.de/10010438337
Saved in:
45
Integration and interdependence of stock and foreign exchange markets : an Australian perspective
Shamsuddin, Abul
;
Kim, Jae H.
- In:
Journal of international financial markets, …
13
(
2003
)
3
,
pp. 237-254
Persistent link: https://www.econbiz.de/10001754275
Saved in:
46
Exchange rate pass-through and market response : the case of the US steel market
Tcha, Moon-joong
;
Kim, Jae H.
-
2003
Persistent link: https://www.econbiz.de/10001775880
Saved in:
47
Bootstrap prediction intervals for autoregressive models of unknown or infinite lag order
Kim, Jae H.
- In:
Journal of forecasting
21
(
2002
)
4
,
pp. 265-280
Persistent link: https://www.econbiz.de/10001700330
Saved in:
48
Estimation and inference in SUR models when the number of equations is large
Fiebig, Denzil G.
;
Kim, Jae H.
- In:
Econometric reviews
19
(
2000
)
1
,
pp. 105-130
Persistent link: https://www.econbiz.de/10001455667
Saved in:
49
Asymptotic and bootstrap prediction regions for vector autoregression
Kim, Jae H.
- In:
International journal of forecasting
15
(
1999
)
4
,
pp. 393-403
Persistent link: https://www.econbiz.de/10001428532
Saved in:
50
Bootstrap-after-bootstrap prediction intervals for autoregressive models
Kim, Jae H.
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
1
,
pp. 117-128
Persistent link: https://www.econbiz.de/10001543465
Saved in:
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