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111
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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112
Asymptotic and Bayesian confidence intervals for Sharpe style weights
Kim, Tae-hwan
;
Stone, Douglas
;
White, Halbert
-
2000
Persistent link: https://www.econbiz.de/10001541193
Saved in:
113
Estimation, inference, and specification testing for possibly misspecified quantile regression
Kim, Tae-hwan
;
White, Halbert
-
2002
Persistent link: https://www.econbiz.de/10001683571
Saved in:
114
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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115
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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116
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
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117
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
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118
Project management and high-value superyacht projects : an improvisational and temporal perspective
Leybourne, Stephen James
- In:
Project management journal : PMJ
41
(
2010
)
1
,
pp. 17-27
Persistent link: https://www.econbiz.de/10003964660
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119
Statistics for business and economics
Newbold, Paul
-
1984
Persistent link: https://www.econbiz.de/10000722257
Saved in:
120
Bayesian estimation of Box-Jenkins transfer function-noise models
Newbold, Paul
- In:
Bayesian analysis in econometrics and statistics : …
,
(pp. 281-296)
.
1980
Persistent link: https://www.econbiz.de/10002563205
Saved in:
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