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Two-stage quantile regression when the first stage is based on quantile regression

Kim, Tae-hwan; Muller, Christophe - In: The econometrics journal 7 (2004) 1, pp. 218-231

Persistent link: https://www.econbiz.de/10002122077

Two stage quantile regression when the first stage is based on quantile regression

Kim, Tae-hwan (contributor); Muller, Christophe (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001835514

Two-stage quantile regression when the first stage is based on quantile regression

Kim, Tae-hwan (contributor); Muller, Christophe (contributor) - 2004 - [Elektronische Ressource], 1. ed.

Persistent link: https://www.econbiz.de/10002198695

Spurious regressions with stationary processes around linear trends

Kim, Tae-hwan; Lee, Young-Sook; Newbold, Paul - In: Economics letters 83 (2004) 2, pp. 257-262

Persistent link: https://www.econbiz.de/10001991584

Asymptotic and Bayesian confidence intervals for sharpe-style weights

Kim, Tae-hwan; White, Halbert; Stone, Douglas - In: Journal of financial econometrics : official journal of … 3 (2005) 3, pp. 315-343

Persistent link: https://www.econbiz.de/10002989025

Estimation, inference, and specification testing for possibly misspecified quantile regression

Kim, Tae-hwan; White, Halbert - In: Maximum likelihood estimation of misspecified models : …, (pp. 107-132). 2003

Persistent link: https://www.econbiz.de/10001916288

Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights

Kim, Tae-hwan; Stone, Douglas; White, Jr., Halbert L. - 2001

Sharpe style regression has become a widespread analytic tool in the financial community. The style regression allows one to investigate such interesting issues as style composition, style sensitivity, and style change over time. All previous methods to obtain the distribution and confidence...

Persistent link: https://www.econbiz.de/10014138428

Estimation, inference, and specification testing for possibly misspecified quantile regression

Kim, Tae-hwan; White, Halbert - 2002

Persistent link: https://www.econbiz.de/10001683571

Asymptotic and Bayesian confidence intervals for Sharpe style weights

Kim, Tae-hwan; Stone, Douglas; White, Halbert - 2000

Persistent link: https://www.econbiz.de/10001541193

VAR for VaR : measuring tail dependence using multivariate regression quantiles

White, Halbert; Kim, Tae-hwan; Manganelli, Simone - 2015

Persistent link: https://www.econbiz.de/10011288642