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Small sample properties of alternative tests for martingale difference hypothesis
Amélie, Charles; Darné, Olivier; Kim, Jae H. - 2010
Persistent link: https://www.econbiz.de/10009579698
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Improved interval estimation of long run response from a dynamic linear model : a highest density region approach
Kim, Jae H.; Fraser, Iain M.; Hyndman, Rob J. - 2010
Persistent link: https://www.econbiz.de/10009579699
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Short-horizon return predictability in international equity markets
Shamsuddin, Abul; Kim, Jae H. - 2009
Persistent link: https://www.econbiz.de/10009579720
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Half-life estimation based on the bias-corrected bootstrap : a highest density region approach
Kim, Jae H.; Silvapulle, Paramsothy; Hyndman, Rob J. - 2006
Persistent link: https://www.econbiz.de/10003361020
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Beyond point forecasting : evaluation of alternative prediction intervals for tourist arrivals
Kim, Jae H.; Song, Haiyan; Wong, Kevin; Athanasopoulos, … - 2008
Persistent link: https://www.econbiz.de/10003797712
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Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
Clements, Michael P. (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003395894
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Real interest rate linkages in the Pacific Basin region
Ji, Philip Inyeob; Kim, Jae H. - 2005
Persistent link: https://www.econbiz.de/10003147010
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Realized volatility and correlation in grain futures markets : testing for spill-over effects
Kim, Jae H.; Doucouliagos, Chris - 2005
Persistent link: https://www.econbiz.de/10003147017
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Market efficiency in Asian and Australasian stock markets : a fresh look at the evidence
Kim, Jae H.; Doucouliagos, Chris; Stanley, Tom D. - 2014
Persistent link: https://www.econbiz.de/10011301301
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International Stock Return Predictability : Evidence from New Statistical Tests
Charles, Amélie - 2015
We investigate whether stock returns of international markets are predictable from a range of fundamentals including key financial ratios (dividend-price ratio, dividend-yield, earnings-price ratio, dividend-payout ratio), technical indicators (price pressure, change in volume), and short-term...
Persistent link: https://www.econbiz.de/10013025410