Seok-Oh Jeong

Economics and Econometrics · 2005–2010

A researcher in the Science corpus: 3 papers; trusts 8 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 7 citations into it; #12,151 of 23,481 by trust here, #19,308 by citations

Whom Seok-Oh Jeong trusts overall

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

1. Robert Serfling
2. Byeong U. Park
3. Peter Hall
4. Léopold Simar
5. Tim Bollerslev
6. Robert F. Engle

Who trusts Seok-Oh Jeong overall

1. Léopold Simar
2. Paul Wilson
3. Cinzia Daraio
4. Anne Vanhems
5. Alois Kneip
6. M. Nieto

Papers from Seok-Oh Jeong's perspective

Ordered by how strongly the researchers Seok-Oh Jeong trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Approximation Theorems of Mathematical Statistics
3. THE FDH ESTIMATOR FOR PRODUCTIVITY EFFICIENCY SCORES (Econometric Theory)
4. Value at Risk: The New Benchmark for Managing Financial Risk
5. Independent Component Analysis
6. New methods for bias correction at endpoints and boundaries
7. Risk management based on stochastic volatility
8. Hyperbolic Processes in Finance
9. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
10. Forecasting Volatility in Financial Markets: A Review

Their papers

• Linearly interpolated FDH efficiency score for nonconvex frontiers (2006) — 71 citations
• ASYMPTOTIC DISTRIBUTION OF CONICAL-HULL ESTIMATORS OF DIRECTIONAL EDGES (2010) — 74 citations
• Nonparametric Risk Management With Generalized Hyperbolic Distributions (2005) — 73 citations