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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 : official journal of … 15 (1999) 1, pp. 145-153
Persistent link: https://www.econbiz.de/10001488728
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Asymmetric predictive abilities of nonlinear modes for stock returns : evidence from density forecast comparison
Bao, Yong; Lee, Tae-hwy - 2006
Persistent link: https://www.econbiz.de/10003350084
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Jumps in cross-sectional rank and expected returns : a mixture model
González-Rivera, Gloria; Lee, Tae-hwy; Mishra, Santosh - In: Journal of applied econometrics 23 (2008) 5, pp. 585-606
Persistent link: https://www.econbiz.de/10003760414
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Maximum entropy analysis of consumption-based capital asset pricing model and volatility
Lee, Tae-hwy; Mao, Millie Yi; Ullah, Aman - In: Journal of econometric methods 10 (2021) 1, pp. 1-19
Persistent link: https://www.econbiz.de/10012437809