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Excess holding yields and risk premia in the term structure of interest rates
Lee, Tae-hwy - In: Journal of quantitative economics : journal of the … 15 (1999) 1, pp. 145-153
Persistent link: https://www.econbiz.de/10009927294
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Neural network test and nonparametric Kernel test for neglected nonlinearity in regression models
Lee, Tae-Hwy - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 4, pp. 169-182
Persistent link: https://www.econbiz.de/10009949749
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Evaluating predictive performance of value-at-risk models in emerging markets: a reality check
Bao, Yong; Lee, Tae-Hwy; Saltoglu, Burak - In: Journal of forecasting 25 (2006) 2, pp. 101-128
Persistent link: https://www.econbiz.de/10006871319
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The international transmission of information in Eurodollar futures markets: A continuously trading market hypothesis
Tse, Yiuman; Lee, Tae-Hwy; Booth, G.Geoffrey - In: Journal of international money and finance 15 (1996) 3, pp. 447-466
Persistent link: https://www.econbiz.de/10006927183
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Spread and volatility in spot and forward exchange rates
Lee, Tae-Hwy - In: Journal of international money and finance 13 (1994) 3, pp. 375
Persistent link: https://www.econbiz.de/10006947207
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Pitfalls in testing for long run relationships
Gonzalo, Jesus; Lee, Tae-Hwy - In: Journal of econometrics 86 (1998) 1, pp. 129-154
Persistent link: https://www.econbiz.de/10006788945
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Cointegration tests with conditional heteroskedasticity
Lee, Tae-Hwy; Tse, Yiuman - In: Journal of econometrics 73 (1996) 2, pp. 401-410
Persistent link: https://www.econbiz.de/10006796937
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Testing for neglected nonlinearity in time series models: A comparison of neural network methods and alternative tests
Lee, Tae-Hwy; White, Halbert; Granger, Clive W.J. - In: Journal of econometrics 56 (1993) 3, pp. 269-290
Persistent link: https://www.econbiz.de/10006805309
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INFERENCE ON VIA GENERALIZED SPECTRUM AND NONLINEAR 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/10006367803
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Uncertainty in sales and inventory behaviour in the U.S. trade sectors
Lee, Tae-Hwy; Koray, Faik - In: The Canadian journal of economics 27 (1994) 1, pp. 129-142
Persistent link: https://www.econbiz.de/10005914293