Sangbae Kim

Finance · with In · 2001–2012

A researcher in the Science corpus: 5 papers; trusts 4 researchers and is trusted by 16 researchers here, as inferred from the citation graph.

Subfields

• Finance — 12 citations into it; #2,932 of 10,518 by trust here, #4,599 by citations
• Economics and Econometrics — 11 citations into it; #3,813 of 23,481 by trust here, #8,485 by citations

Whom Sangbae Kim trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Ramazan Gencay
2. James B. Ramsey
3. Donald B. Percival
4. Ramazan Gen¸ay
5. Brandon Whitcher

Who trusts Sangbae Kim overall

1. Patrick M. Crowley
2. Antonio Rúa
3. Aviral Kumar Tiwari
4. L. Nunes
5. Thomas Conlon
6. V. Fernandez
7. L. Menike
8. Amir Habibdoust
9. John Cotter
10. A. B. Dar

Papers from Sangbae Kim's perspective

Ordered by how strongly the researchers Sangbae Kim trusts endorse each paper. Same corpus, a different order for every researcher.

1. Wavelet Methods for Time Series Analysis
2. Wavelet Methods for Time Series Analysis (Technometrics)
3. Scaling properties of foreign exchange volatility
4. Wavelet analysis of covariance with application to atmospheric time series
5. CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*
6. Ten Lectures on Wavelets
7. A wavelet tour of signal processing
8. A Theory for Multiresolution Signal Decomposition: The Wavelet Representation
9. An Introduction to Wavelets and Other Filtering Methods in Finance and Economics
10. Differentiating intraday seasonalities through wavelet multi-scaling

Their papers

• Dynamic interdependence and volatility transmission of Asian stock markets: Evidence from the Asian crisis (2001) — 118 citations
• The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses (2003) — 113 citations
• The relationship between stock returns and inflation: new evidence from wavelet analysis (2005) — 220 citations
• The Hedge Ratio and the Empirical Relationship between the Stock and Futures Markets: A New Approach Using Wavelet Analysis (2006) — 175 citations
• An Introduction to Wavelet Theory in Finance:A Wavelet Multiscale Approach (2012) — 162 citations