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Wild bootstrapping variance ratio tests
Kim, Jae H. - In: Economics letters 92 (2006) 1, pp. 38-43
Persistent link: https://www.econbiz.de/10007264716
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Integration and interdependence of stock and foreign exchange markets: an Australian perspective
Shamsuddin, Abul F.M.; Kim, Jae H. - In: Journal of international financial markets, … 13 (2003) 3, pp. 237-254
Persistent link: https://www.econbiz.de/10007106368
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PROBLEMS AND SOLUTIONS - SOLUTIONS - The Relationship Between Forward and Backward Representations of the Stationary VAR Models
Kim, Jae H. - In: Econometric theory 14 (1998) 5, pp. 691-692
Persistent link: https://www.econbiz.de/10006991435
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Relationship Between the Forward and Backward Representations of the Stationary VAR Model
Kim, Jae H. - In: Econometric theory 13 (1997) 6, pp. 889
Persistent link: https://www.econbiz.de/10006995380
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The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors
Kim, Jae H.; Yeasmin, Mahbuba - In: Computational economics 25 (2005) 3, pp. 255-268
Persistent link: https://www.econbiz.de/10007023040
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Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators
Kim, Jae H. - In: International journal of forecasting 20 (2004) 1, pp. 85-98
Persistent link: https://www.econbiz.de/10006965198
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Forecasting autoregressive time series with bias-corrected parameter estimators
Kim, Jae H. - In: International journal of forecasting 19 (2003) 3, pp. 493-502
Persistent link: https://www.econbiz.de/10006967507
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Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
Clements, Michael P.; Galvão, Ana Beatriz; Kim, Jae H. - In: Journal of empirical finance 15 (2008) 4, pp. 729-750
Persistent link: https://www.econbiz.de/10008075046
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Financial crisis and stock market efficiency: Empirical evidence from Asian countries
Lim, Kian-Ping; Brooks, Robert D.; Kim, Jae H. - In: International review of financial analysis 17 (2008) 3, pp. 571-591
Persistent link: https://www.econbiz.de/10008062087
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A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets
Hoque, Hafiz A.A.B.; Kim, Jae H.; Pyun, Chong Soo - In: International review of economics & finance : IREF 16 (2007) 4, pp. 488-502
Persistent link: https://www.econbiz.de/10007795220