Tae Hwan Kim

Tae Hwan Kim

Yonsei University - Seoul / South Korea
Economics & Econometrics / Economics
AD Scientific Index ID: 421425
연세대학교
person_outline Tae Hwan Kim's MOST POPULAR ARTICLES
1-) On more robust estimation of skewness and kurtosisTH Kim, H WhiteFinance Research Letters 1 (1), 56-73, 20046032004
2-) More powerful panel data unit root tests with an application to mean reversion in real exchange ratesLV Smith, S Leybourne, TH Kim, P NewboldJournal of Applied Econometrics 19 (2), 147-170, 20043502004
3-) Quantile cointegration in the autoregressive distributed-lag modeling frameworkJS Cho, T Kim, Y ShinJournal of econometrics 188 (1), 281-300, 20153902015
4-) VAR for VaR: Measuring tail dependence using multivariate regression quantilesH White, TH Kim, S ManganelliJournal of econometrics 187 (1), 169-188, 20154082015
5-) On suboptimality of the Hodrick–Prescott filter at time series endpointsE Mise, TH Kim, P NewboldJournal of Macroeconomics 27 (1), 53-67, 20052272005