Ji Eun Choi

Available identifiers

Publication	Date of Publication	Type
A self-normalization test for structural breaks in a regression model for panel data sets	2024-07-30	Paper
Simulated maximum likelihood in autoregressive models with stochastic volatility errors	2024-07-18	Paper
Subsample scan test for multiple breaks based on self-normalization	2023-11-29	Paper
Bootstrapping tests for breaks in mean or variance based on U-statistics	2023-09-19	Paper
Quantile correlation coefficient: a new tail dependence measure	2022-08-23	Paper
Bootstrapping volatility spillover index	2022-07-04	Paper
Nonparametric estimation of time varying correlation coefficient	2022-04-27	Paper
Block bootstrapping for a panel mean break test	2022-04-27	Paper
A general panel break test based on the self-normalization method	2022-04-27	Paper
MULTIPLICATION FORMULA AND (w, q)-ALTERNATING POWER SUMS OF TWISTED q-EULER POLYNOMIALS OF THE SECOND KIND	2022-01-05	Paper
A self-normalization break test for correlation matrix	2021-12-27	Paper
A self-normalization test for correlation change	2020-11-03	Paper
Moving block bootstrapping for a CUSUM test for correlation change	2019-03-29	Paper
Quantile forecasts for financial volatilities based on parametric and asymmetric models	2019-02-19	Paper
Predator-prey equations with constant harvesting and planting	2019-02-01	Paper
Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates	2018-10-12	Paper
An empirical analysis of simulated maximum likelihood in the stochastic volatility model	2012-05-30	Paper

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