Minsoo Jeong

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
A numerical method to obtain exact confidence intervals for likelihood-based parameter estimators
Journal of Statistical Planning and Inference
2023-06-26Paper
Consistent estimation of drift parameter in diffusion model with misspecified volatility function
Economics Letters
2022-04-14Paper
Consistent estimator of nonparametric structural spurious regression model for high frequency data
Economics Letters
2018-10-05Paper
RESIDUAL-BASED GARCH BOOTSTRAP AND SECOND ORDER ASYMPTOTIC REFINEMENT—ADDENDUM
Econometric Theory
2018-05-24Paper
Residual-based GARCH bootstrap and second order asymptotic refinement
Econometric Theory
2017-08-22Paper
An asymptotic analysis of likelihood-based diffusion model selection using high frequency data
Journal of Econometrics
2014-08-07Paper


Research outcomes over time


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