Concepedia
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Publications
14
Citations
2.1K
H-Index
13
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 business, statistics, and econometrics.
Top concepts
BusinessStatisticsEconometricsFinanceEconomicsMacroeconomicsEngineeringEconomic AnalysisStatistical InferenceTime Series Econometrics
Publications per year
2001–2015
On more robust estimation of skewness and kurtosis
Tae‐Hwan Kim, Halbert White · Finance research letters · 2004 · 530 citations
Engineering, Robust Statistic, Statistical Inference +4
Quantile cointegration in the autoregressive distributed-lag modeling framework
Jin Seo Cho, Tae‐Hwan Kim, Yongcheol Shin · Journal of Econometrics · 2015 · 482 citations
Economics, Macroeconomics, Business +5
VAR for VaR: Measuring tail dependence using multivariate regression quantiles
Halbert White, Tae‐Hwan Kim, Simone Manganelli · Journal of Econometrics · 2015 · 363 citations
Tail Dependence, Estimation Statistic, Business +7
On suboptimality of the Hodrick–Prescott filter at time series endpoints
Emi Mise, Tae‐Hwan Kim, Paul Newbold · Journal of Macroeconomics · 2005 · 164 citations · Full text
Spectral Theory, Engineering, Filtering Technique +5
The instability of the Pearson correlation coefficient in the presence of coincidental outliers
Yunmi Kim, Tae‐Hwan Kim, Tolga Ergün · Finance research letters · 2014 · 128 citations
Engineering, Robust Statistic, Pearson Correlation Coefficient +7
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