Concepedia

Tae‐Hwan Kim

TK

Statistics

Publications

16

Citations

2.2K

H-Index

14

Active since

2001

Affiliations

University of Nottingham(Current)

Yonsei University

University of California San Diego

Tae‐Hwan Kim is an author at University of Nottingham specializing in economics, econometrics, and cointegration analysis.

ORCID

Publications per year

2001–2015

16

Publications

16

On more robust estimation of skewness and kurtosis

Tae‐Hwan Kim, Halbert White · Finance research letters · 2004 · 539 citations

, , +7

Quantile cointegration in the autoregressive distributed-lag modeling framework

Jin Seo Cho, Tae‐Hwan Kim, Yongcheol Shin · Journal of Econometrics · 2015 · 498 citations

, , +9

VAR for VaR: Measuring tail dependence using multivariate regression quantiles

Halbert White, Tae‐Hwan Kim, Simone Manganelli · Journal of Econometrics · 2015 · 378 citations

, , +13

On suboptimality of the Hodrick–Prescott filter at time series endpoints

Emi Mise, Tae‐Hwan Kim, Paul Newbold · Journal of Macroeconomics · 2005 · 165 citations

, , +11

The instability of the Pearson correlation coefficient in the presence of coincidental outliers

Yunmi Kim, Tae‐Hwan Kim, Tolga Ergün · Finance research letters · 2014 · 132 citations

, , +10

1–5 of 16