Jae Hyun Kim

Economics and Econometrics · Physics Letters B · 2001–2022

A researcher in the Science corpus: 31 papers; trusts 54 researchers and is trusted by 36 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 110 citations into it; #1,487 of 23,481 by trust here, #3,652 by citations
• Finance — 110 citations into it; #638 of 10,518 by trust here, #1,277 by citations
• Statistics and Probability — 35 citations into it; #1,317 of 12,932 by trust here, #4,132 by citations
• Artificial Intelligence — 29 citations into it
• Electrical and Electronic Engineering — 29 citations into it
• Management Science and Operations Research — 25 citations into it; #11,695 of 11,946 by trust here, #5,316 by citations
• Economics & Operations Research — 8 citations into it
• Time-Series & Forecasting — 6 citations into it

Whom Jae Hyun Kim trusts overall

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

1. David F. Findley
2. Jonathan H. Wright
3. Lutz Kilian
4. Yoon-Jae Whang
5. Rob J Hyndman
6. Andrew W. Lo
7. James W. Taylor
8. Willa W. Chen
9. Robert F. Engle
10. Haiyan Song

Who trusts Jae Hyun Kim overall

1. K. Lim
2. Maria Rosa Borges
3. Amélie Charles
4. J. De Gooijer
5. Esther Ruiz
6. R. Brooks
7. Morgan Kelly
8. Saralees Nadarajah
9. Yun Shin Lee
10. Olivier Darné

Papers from Jae Hyun Kim's perspective

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

1. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
2. A Reality Check for Data Snooping
3. Generalized autoregressive conditional heteroskedasticity
4. The Behavior of Stock-Market Prices
5. Distribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
6. On a measure of lack of fit in time series models
7. Estimating the Dimension of a Model
8. Forecasting, Structural Time Series Models and the Kalman Filter
9. Separating Microstructure Noise from Volatility
10. Forecasting structural time series models and the kalman filter: Andrew Harvey, 1989, (Cambridge University Press), 554 pp., ISBN 0-521-32196-4

Their papers

• Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals (2011) — 56 citations
• Automatic variance ratio test under conditional heteroskedasticity (2009) — 169 citations
• Financial crisis and stock market efficiency: Empirical evidence from Asian countries (2008) — 264 citations
• Forecasting autoregressive time series with bias-corrected parameter estimators (2003) — 62 citations
• Bootstrap-After-Bootstrap Prediction Intervals for Autoregressive Models (2001) — 66 citations
• Are Asian stock markets efficient? Evidence from new multiple variance ratio tests ☆ (2008) — 322 citations
• Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis (2011) — 98 citations
• Wild bootstrapping variance ratio tests (2006) — 216 citations
• Quantile forecasts of daily exchange rate returns from forecasts of realized volatility (2008) — 127 citations
• A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets (2007) — 242 citations
• Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data (2011) — 346 citations
• Learning design to support student-AI collaboration: perspectives of leading teachers for AI in education (2022) — 531 citations
• Performance of the CMS muon detector and muon reconstruction with proton-proton collisions at √s=13 TeV (2018) — 652 citations
• Evidence for the Higgs boson decay to a bottom quark–antiquark pair (2018) — 162 citations
• Combined search for electroweak production of charginos and neutralinos in proton-proton collisions at $\sqrt{s} =$ 13 TeV (2018) — 136 citations
• Particle-flow reconstruction and global event description with the CMS detector (2017) — 305 citations
• Search for high-mass diphoton resonances in proton-proton collisions at 13 TeV and combination with 8 TeV search (2017) — 140 citations
• Nuclear modification factor of D0 mesons in PbPb collisions at sNN=5.02TeV (2017) — 145 citations
• Search for Dijet Resonances in Proton–proton Collisions at √s = 13 TeV and Constraints on Dark Matter and Other Models (2017) — 168 citations
• Measurement of angular parameters from the decay B0 → K⁎0μ+μ− in proton–proton collisions at s=8TeV (2017) — 188 citations