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Permanent and transitory components of GDP and stock prices : further analysis
Gonzalo, Jesús; Lee, Tae-hwy; Yang, Weiping - In: Macroeconomics and finance in emerging market economies 1 (2008) 1, pp. 105-120
Persistent link: https://www.econbiz.de/10003766083
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Evaluating predictive performance of value-at-risk models in emerging markets : a reality check
Bao, Yong; Lee, Tae-hwy; Saltoǧlu, Burak - In: Journal of forecasting 25 (2006) 2, pp. 101-128
Persistent link: https://www.econbiz.de/10003309378
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Comparing density forecast models
Bao, Yong; Lee, Tae-hwy; Saltoǧlu, Burak - In: Journal of forecasting 26 (2007) 3, pp. 203-225
Persistent link: https://www.econbiz.de/10003454467
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Bagging binary and quantile predictors for time series
Lee, Tae-hwy; Yang, Yang - In: Journal of econometrics 135 (2006) 1/2, pp. 465-497
Persistent link: https://www.econbiz.de/10003376093
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To combine forecasts or to combine information?
Huang, Huiyu; Lee, Tae-hwy - In: Econometric reviews 29 (2010) 5/6, pp. 534-570
Persistent link: https://www.econbiz.de/10008668168
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Optimality of the RiskMetrics VaR model
González-Rivera, Gloria; Lee, Tae-hwy; Yoldas, Emre - In: Finance research letters 4 (2007) 3, pp. 137-145
Persistent link: https://www.econbiz.de/10003702357
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Copula-based multivariate GARCH model with uncorrelated dependent errors
Lee, Tae-hwy; Long, Xiangdong - In: Journal of econometrics 150 (2009) 2, pp. 207-218
Persistent link: https://www.econbiz.de/10003858572
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Stein-rule estimation and generalized shrinkage methods for forecasting using many predictors
Hillebrand, Eric; Lee, Tae-hwy - 2012
Persistent link: https://www.econbiz.de/10009531575
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Using the Yield Curve in forecasting output growth and inflation
Hillebrand, Eric; Huiyu Hang; Lee, Tae-hwy; Li, Canlin - 2012
Persistent link: https://www.econbiz.de/10009531583
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Forecasting equity premium : global historical average versus local historical average and constraints
Lee, Tae-hwy; Tu, Yundong; Ullah, Aman - In: Journal of business & economic statistics : JBES ; a … 33 (2015) 3, pp. 393-402
Persistent link: https://www.econbiz.de/10011390401