Access Statistics for Yoon-Jin Lee

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
Detecting Misspecifications in Autoregressive Conditional Duration Models 0 0 2 94 0 0 18 243
Specification Testing for Multivariate Time Series Volatility Models 0 0 6 440 1 2 27 1,080
Total Working Papers 0 0 8 534 1 2 45 1,323


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
AN IMPROVED GENERALIZED SPECTRAL TEST FOR CONDITIONAL MEAN MODELS IN TIME SERIES WITH CONDITIONAL HETEROSKEDASTICITY OF UNKNOWN FORM 0 0 2 17 2 2 11 66
Detecting misspecifications in autoregressive conditional duration models and non‐negative time‐series processes 0 0 0 0 0 0 7 16
Two ways of modelling overdispersion in non-normal data 0 1 2 20 0 2 7 41
Total Journal Articles 0 1 4 37 2 4 25 123


Statistics updated 2014-09-03