Access Statistics for Jae Hoon Kim

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals 1 5 38 38 2 20 83 83
Exchange Rate Pass-Through and Market Response: The Case of the US Steel Market 1 2 17 28 4 14 62 145
Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach 0 5 27 127 6 24 116 581
International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market 2 10 29 29 13 39 105 105
International linkage of real interest rates: the case of East Asian countries 0 2 10 174 1 5 27 513
Nonlinear Modelling of Purchasing Power Parity in Indonesia 1 9 34 258 7 20 95 825
Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility 4 14 55 167 12 38 154 491
Real Interest Rate Linkages in the Pacific Basin Region 1 5 11 85 4 11 43 292
Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects 3 7 32 160 9 26 104 499
Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test 1 2 19 210 2 4 65 575
Total Working Papers 14 61 272 1,276 60 201 854 4,109

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets 2 3 16 35 5 11 38 98
Are Asian stock markets efficient? Evidence from new multiple variance ratio tests 3 6 38 51 4 17 82 108
Asymptotic and bootstrap prediction regions for vector autoregression 3 4 11 34 3 4 17 91
Automatic variance ratio test under conditional heteroskedasticity 1 1 1 1 4 6 6 6
Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors 2 5 27 65 9 25 101 212
Bias-corrected bootstrap prediction regions for vector autoregression 2 5 17 86 6 10 37 360
Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order 0 0 0 0 1 2 24 273
Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators 0 0 2 21 0 0 7 86
Bootstrap prediction intervals for autoregressive time series 1 3 8 34 1 4 13 80
Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models 0 0 0 0 2 4 24 475
Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom 0 3 19 42 1 7 86 187
Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies 1 2 24 71 4 9 68 240
Estimation and inference in sur models when the number of equations is large 0 2 16 26 4 8 42 85
Financial crisis and stock market efficiency: Empirical evidence from Asian countries 6 26 178 198 42 100 521 594
Forecasting autoregressive time series with bias-corrected parameter estimators 1 3 11 39 1 3 14 117
Half-life estimation based on the bias-corrected bootstrap: A highest density region approach 0 2 6 15 0 4 27 125
Integration and interdependence of stock and foreign exchange markets: an Australian perspective 2 3 9 59 3 4 16 151
International cross-listings by Australian firms: A stochastic dominance analysis of equity returns 0 1 3 18 0 1 8 50
Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach 1 6 28 166 5 17 101 663
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility 2 7 20 25 3 13 52 73
The Heteroskedastic Consequences of an Arbitrary Variance for Initial Disturbance of an AR(1) Model 0 0 1 1 0 1 5 5
The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors 1 3 15 53 1 5 34 213
Wild bootstrapping variance ratio tests 2 9 21 51 2 10 25 126
Total Journal Articles 30 94 471 1,091 101 265 1,348 4,418

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Statistics updated 2009-11-04