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Kuan, Chung-Ming
33
Kuan, C.-M.
8
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4
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3
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3
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Economics letters
10
Journal of econometrics
9
Econometric theory
4
Econometric reviews
3
Journal of banking & finance
3
Journal of applied econometrics
2
Journal of macroeconomics
2
China economic review : an international journal
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of housing economics
1
Journal of the American Statistical Association : JASA
1
Oxford bulletin of economics and statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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OLC EcoSci
ECONIS (ZBW)
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How accurate is the square-root-of-time rule in scaling tail risk: A global study
Wang, Jying-Nan
;
Yeh, Jin-Huei
;
Cheng, Nick Ying-Pin
- In:
Journal of banking & finance
35
(
2011
)
5
,
pp. 1158-1170
Persistent link: https://www.econbiz.de/10008889098
Saved in:
2
Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
Kuan, Chung-Ming
;
Yeh, Jin-Huei
;
Hsu, Yu-Chin
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 261-270
Persistent link: https://www.econbiz.de/10008253322
Saved in:
3
Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
Kuan, Chung-Ming
;
Yeh, Jin-Huei
;
Hsu, Yu-Chin
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 261-271
Persistent link: https://www.econbiz.de/10008890754
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4
The Generalized Fluctuation Test: A Unifying View
Kuan, C.-M.
;
Hornik, K.
- In:
Econometric reviews
14
(
1995
)
2
,
pp. 135-162
Persistent link: https://www.econbiz.de/10006939613
Saved in:
5
Reply to Comments - "Artificial Neural Networks: An Econometric Perspective"
Kuan, C.-M.
;
White, H.
- In:
Econometric reviews
13
(
1994
)
1
,
pp. 139
Persistent link: https://www.econbiz.de/10006945900
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6
Artificial Neural Networks: An Econometric Perspective
Kuan, C.-M.
;
White, H.
- In:
Econometric reviews
13
(
1994
)
1
,
pp. 1-92
Persistent link: https://www.econbiz.de/10006945905
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7
A note on tests for partial parameter instability in the trend stationary model
Kuan, C.-M.
- In:
Economics letters
65
(
1999
)
3
,
pp. 285-292
Persistent link: https://www.econbiz.de/10006782763
Saved in:
8
Spurious number of breaks
Nunes, L.C.
;
Newbold, P.
;
Kuan, C.-M.
- In:
Economics letters
50
(
1996
)
2
,
pp. 175-178
Persistent link: https://www.econbiz.de/10006794411
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9
A Range-CUSUM test with recursive residuals
Kuan, C.-M.
- In:
Economics letters
45
(
1994
)
3
,
pp. 309-314
Persistent link: https://www.econbiz.de/10006802456
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10
Implementing the fluctuation and moving-estimates tests in dynamic econometric models
Kuan, C.-M.
;
Chen, M.-Y.
- In:
Economics letters
44
(
1994
)
3
,
pp. 235-240
Persistent link: https://www.econbiz.de/10006802546
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