Kyongwook Choi

Economics and Econometrics · 2006–2010

A researcher in the Science corpus: 4 papers; trusts 13 researchers and is trusted by 20 researchers here, as inferred from the citation graph.

Subfields

Whom Kyongwook Choi trusts overall

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

  1. Jan Beran
  2. Jushan Bai
  3. Serena Ng
  4. Pierre Perron
  5. Tim Bollerslev
  6. Anindya Banerjee
  7. Richard T. Baillie
  8. Alex Maynard
  9. Robert F. Engle
  10. Francis X. Diebold

Who trusts Kyongwook Choi overall

  1. Mohamed Arouri
  2. Stavros Degiannakis *
  3. George Filis
  4. Rustam Boldanov
  5. A. Créti
  6. M. Ahmadi
  7. Amine Lahiani
  8. Nikolaos Antonakakis
  9. D. Broadstock
  10. Duc Khuong Nguyen

Papers from Kyongwook Choi's perspective

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

  1. Long Memory and Regime Switching
  2. Statistics for long-memory processes
  3. Tests for Parameter Instability and Structural Change with Unknown Change Point
  4. Generalized autoregressive conditional heteroskedasticity
  5. The forward premium anomaly is not as bad as you think
  6. Modelling structural breaks, long memory and stock market volatility: an overview
  7. Rethinking an old empirical puzzle: econometric evidence on the forward discount anomaly
  8. Econometric analysis of realised volatility and its use in estimating stochastic volatility models
  9. Lag Length Selection and the Construction of Unit Root Tests with Good Size and Power
  10. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH

Their papers