Concepedia
Statistics
Publications
25
Citations
1.9K
H-Index
19
Active since
1990
Affiliations
Seoul National University(Current)
Ewha Womans University
University of Cambridge
Yale University
London School of Economics and Political Science
Yoon‐Jae Whang is an author at Seoul National University specializing in statistics, engineering, and economics.
Top concepts
StatisticsEngineeringEconomicsEconometricsBusinessEconomic AnalysisStatistical InferenceProbabilityFinanceData Science
Publications per year
1990–2018
The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series
Heejoon Han, Oliver Linton, Tatsushi Oka et al. · Journal of Econometrics · 2016 · 504 citations · Full text
Forecasting Methodology, Economic Forecasting, Engineering +11
The quantilogram: With an application to evaluating directional predictability
Oliver Linton, Yoon‐Jae Whang · Journal of Econometrics · 2007 · 204 citations
Machine Vision, Machine Learning, Data Science +8
An improved bootstrap test of stochastic dominance
Oliver Linton, Kyungchul Song, Yoon‐Jae Whang · Journal of Econometrics · 2009 · 170 citations · Full text
Economics, Bootstrap Resampling, Engineering +7
Consistent Testing for Stochastic Dominance under General Sampling Schemes
Oliver B. Linton, Esfandiar Maasoumi, Yoon‐Jae Whang · The Review of Economic Studies · 2005 · 116 citations · Full text
Subsample Size, Ranking Algorithm, Engineering +13
Are there Monday effects in stock returns: A stochastic dominance approach
Younghyun Cho, Oliver Linton, Yoon‐Jae Whang · Journal of Empirical Finance · 2007 · 103 citations
Empirical Finance, Economics, Asset Pricing +9
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