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Calendar effects in Eastern European financial markets : evidence from the Czech Republic, Slovakia and Slovenia
Tonchev, Dimitar; Kim, Tae-hwan - In: Applied financial economics 14 (2004) 14, pp. 1035-1043
Persistent link: https://www.econbiz.de/10002377763
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An unbiased test for a change in persistence
Leybourne, Stephen James; Taylor, Robert; Kim, Tae-hwan - 2004
Persistent link: https://www.econbiz.de/10002379251
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Two stage quantile regression when the first stage is based on quantile regression
Kim, Tae-hwan (contributor); Muller, Christophe (contributor) - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001835514
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Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan; White, Halbert - In: Maximum likelihood estimation of misspecified models : …, (pp. 107-132). 2003
Persistent link: https://www.econbiz.de/10001916288
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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
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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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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
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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
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Unit root tests in the presence of multiple breaks in variance
Jeong, Soo-Bin; Kim, Bong Hwan; Kim, Tae-hwan; Moon, … - In: The Singapore economic review : journal of the Economic … 62 (2017) 2, pp. 345-361
Persistent link: https://www.econbiz.de/10011702157