Kiho Jeong
Statistics and Probability · 2011–2012
A researcher in the Science corpus: 2 papers; trusts 4 researchers and is trusted by 10 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 8 citations into it; #3,930 of 12,932 by trust here, #5,294 by citations
Whom Kiho Jeong trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Clive W. J. Granger
- Robert F. Engle
- Peter M. Robinson
- Tim Bollerslev
- C. Chatfield
- B. Hansen
- Yongmiao Hong
Who trusts Kiho Jeong overall
- M. Balcılar
- Rangan Gupta
- Victor Troster
- Elie Bouri
- Matteo Bonato
- Stelios D. Bekiros
- Riza Demirer
- Christian Pierdzioch
- Clement Kyei
- O. Adekoya
Papers from Kiho Jeong's perspective
Ordered by how strongly the researchers Kiho Jeong trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- ROOT-N-CONSISTENT SEMIPARAMETRIC REGRESSION
- Investigating causal relations by econometric models and cross-spectral methods
- Introduction to Statistical Time Series.
- Granger Causality in Risk and Detection of Extreme Risk Spillover Between Financial Markets
- Statistics for long-memory processes
- Asymptotic Inference about Predictive Ability
- Forecasting S&P 100 volatility: the incremental information content of implied volatilities and high frequency index returns
- Smoothing noisy data with spline functions
Their papers
- A consistent nonparametric test for nonlinear causality—Specification in time series regression (2011) — 328 citations
- A CONSISTENT NONPARAMETRIC TEST FOR CAUSALITY IN QUANTILE (2012) — 447 citations