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Forecasting volatility : a reality check based on option pricing, utility function, value-at-risk, and predictive likelihood
González-Rivera, Gloria; Lee, Tae-hwy; Mishra, Santosh - In: International journal of forecasting 20 (2004) 4, pp. 629-645
Persistent link: https://www.econbiz.de/10002434305
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Assessing the risk forecasts for Japanese stock market
Lee, Tae-hwy; Saltoğlu, Burak - In: Japan and the world economy : international journal of … 14 (2002) 1, pp. 63-85
Persistent link: https://www.econbiz.de/10001637866
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International linkages in Nikkei stock index futures markets
Booth, G. Geoffrey - In: Pacific-Basin finance journal 4 (1996) 1, pp. 59-76
Persistent link: https://www.econbiz.de/10001204433
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Stochastic trends and fluctuations in national income, wages, and profits
Koray, Faik - In: Southern economic journal 62 (1996) 4, pp. 873-888
Persistent link: https://www.econbiz.de/10001205060
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The international transmission of information in Eurodollar futures markets : a continuously trading market hypothesis
Tse, Yiuman - In: Journal of international money and finance 15 (1996) 3, pp. 447-465
Persistent link: https://www.econbiz.de/10001205674
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Diagnostic checking for the adequacy of nonlinear time series models
Hong, Yongmiao; Lee, Tae-hwy - In: Econometric theory 19 (2003) 6, pp. 1065-1121
Persistent link: https://www.econbiz.de/10001818975
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Inference on via generalized spectrum and non-linear time series models
Hong, Yongmiao; Lee, Tae-hwy - In: The review of economics and statistics 85 (2003) 4, pp. 1048-1062
Persistent link: https://www.econbiz.de/10001832972
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Pitfalls in testing for long run relationships
Gonzalo, Jesús - In: Journal of econometrics 86 (1998) 1, pp. 129-154
Persistent link: https://www.econbiz.de/10001243864
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Uncertainty in sales and inventory behaviour in the US trade sectors
Lee, Tae-hwy - In: The Canadian journal of economics 27 (1994) 1, pp. 129-142
Persistent link: https://www.econbiz.de/10001160483