Ji Eun Choi

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Person:1726163

Available identifiers

zbMath Open choi.jieunMaRDI QIDQ1726163

List of research outcomes





PublicationDate of PublicationType
A self-normalization test for structural breaks in a regression model for panel data sets2024-07-30Paper
Simulated maximum likelihood in autoregressive models with stochastic volatility errors2024-07-18Paper
Subsample scan test for multiple breaks based on self-normalization2023-11-29Paper
Bootstrapping tests for breaks in mean or variance based on U-statistics2023-09-19Paper
Quantile correlation coefficient: a new tail dependence measure2022-08-23Paper
Bootstrapping volatility spillover index2022-07-04Paper
Nonparametric estimation of time varying correlation coefficient2022-04-27Paper
Block bootstrapping for a panel mean break test2022-04-27Paper
A general panel break test based on the self-normalization method2022-04-27Paper
MULTIPLICATION FORMULA AND (w, q)-ALTERNATING POWER SUMS OF TWISTED q-EULER POLYNOMIALS OF THE SECOND KIND2022-01-05Paper
A self-normalization break test for correlation matrix2021-12-27Paper
A self-normalization test for correlation change2020-11-03Paper
Moving block bootstrapping for a CUSUM test for correlation change2019-03-29Paper
Quantile forecasts for financial volatilities based on parametric and asymmetric models2019-02-19Paper
Predator-prey equations with constant harvesting and planting2019-02-01Paper
Forecasts for leverage heterogeneous autoregressive models with jumps and other covariates2018-10-12Paper
An empirical analysis of simulated maximum likelihood in the stochastic volatility model2012-05-30Paper

Research outcomes over time

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