Yoon-Jin Lee

Finance · 2005

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Finance — 8 citations into it; #5,306 of 10,518 by trust here, #8,598 by citations
• Economics and Econometrics — 7 citations into it; #11,444 of 23,481 by trust here, #20,008 by citations

Whom Yoon-Jin Lee trusts overall

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

1. B. Hansen
2. Joel L. Horowitz

Who trusts Yoon-Jin Lee overall

1. Juan-Carlos Escanciano
2. K. Lim

Papers from Yoon-Jin Lee's perspective

Ordered by how strongly the researchers Yoon-Jin Lee trusts endorse each paper. Same corpus, a different order for every researcher.

1. Spectral GMM Estimation of Continuous-Time Processes
2. Bootstrap Methods for Markov Processes
3. A consistent nonparametric test for serial independence
4. EMPIRICAL CHARACTERISTIC FUNCTION IN TIME SERIES ESTIMATION (Econometric Theory)
5. Sample Splitting and Threshold Estimation
6. Estimation of Continuous-Time Processes via the Empirical Characteristic Function
7. Spectral Analysis and Time Series
8. LARGE SAMPLE PROPERTIES OF GENERALIZED METHOD OF
9. Chapter 76 Large Sample Sieve Estimation of Semi-Nonparametric Models
10. Specification Analysis of Affine Term Structure Models

Their papers

• Generalized Spectral Tests for Conditional Mean Models in Time Series with Conditional Heteroscedasticity of Unknown Form (2005) — 111 citations