Yoon Jae Whang

Yoon Jae Whang

Seoul National University - Seoul / South Korea
Economics & Econometrics / Economics
AD Scientific Index ID: 422029
서울대학교
person_outline Yoon Jae Whang's MOST POPULAR ARTICLES
1-) Consistent testing for stochastic dominance under general sampling schemesO Linton, E Maasoumi, YJ WhangThe Review of Economic Studies 72 (3), 735-765, 20055772005
2-) The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time seriesH Han, O Linton, T Oka, YJ WhangJournal of Econometrics 193 (1), 251-270, 20162502016
3-) The quantilogram: With an application to evaluating directional predictabilityO Linton, YJ WhangJournal of Econometrics 141 (1), 250-282, 20071782007
4-) An improved bootstrap test of stochastic dominanceO Linton, K Song, YJ WhangJournal of Econometrics 154 (2), 186-202, 20102002010
5-) Are there Monday effects in stock returns: A stochastic dominance approachYH Cho, O Linton, YJ WhangJournal of Empirical Finance 14 (5), 736-755, 20071512007