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Co-authors
(3)
Sang-Yeol Lee
8
Jeongcheol Ha
1
Young Joo Yoon
1
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(8)
J STAT COMPUT SIM
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Authors
Taewook Lee
Taewook Lee,Hankuk University of Foreign Studies,Statistics
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Taewook Lee
Hankuk University of Foreign Studies
Publications:
11
|
Citations:
15
Fields:
Statistics
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Collaborated with
3 co-authors
from 2004 to 2012
|
Cited by
22 authors
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Publications
(11)
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RefWorks
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Penalized regression models with autoregressive error terms
Young Joo Yoon
,
Taewook Lee
Journal:
Journal of Statistical Computation and Simulation - J STAT COMPUT SIM
, vol. ahead-of-p, no. ahead-of-p, pp. 1-17, 2012
NM–QELE for ARMA–GARCH models with non-Gaussian innovations
(
Citations: 1
)
Jeongcheol Ha
,
Taewook Lee
Journal:
Statistics & Probability Letters - STAT PROBAB LETT
, vol. 81, no. 6, pp. 694-703, 2011
Value-at-risk forecasting based on Gaussian mixture ARMA–GARCH model
Sangyeol Lee
,
Taewook Lee
Journal:
Journal of Statistical Computation and Simulation - J STAT COMPUT SIM
, vol. 81, no. 9, pp. 1131-1144, 2011
A note on the Jarque–Bera normality test for GARCH innovations
(
Citations: 3
)
Sangyeol Lee
,
Taewook Lee
Journal:
Journal of The Korean Statistical Society - J KOREAN STAT SOC
, vol. 39, no. 1, pp. 93-102, 2010
Robust estimation for order of hidden Markov models based on density power divergences
Sangyeol Lee
,
Taewook Lee
Journal:
Journal of Statistical Computation and Simulation - J STAT COMPUT SIM
, vol. 80, no. 5, pp. 503-512, 2010
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Citations
(15 times by 13 publications)
High-throughput experimentation in syngas based research
Jan Kees van der Waal
,
Guido Klaus
,
Martin Smit
,
C. Martin Lok
Journal:
Catalysis Today - CATAL TODAY
, vol. 171, no. 1, pp. 207-210, 2011
Value-at-risk forecasting based on Gaussian mixture ARMA–GARCH model
Sangyeol Lee
,
Taewook Lee
Journal:
Journal of Statistical Computation and Simulation - J STAT COMPUT SIM
, vol. 81, no. 9, pp. 1131-1144, 2011
Model risk of the implied GARCH-normal model
Shih-Feng Huang
,
Meihui Guo
Journal:
Quantitative Finance - QUANT FINANC
, vol. ahead-of-p, no. ahead-of-p, pp. 1-10, 2011
A new simple test against spurious long memory using temporal aggregation
Heri Kuswanto
Journal:
Journal of Statistical Computation and Simulation - J STAT COMPUT SIM
, vol. ahead-of-p, no. ahead-of-p, pp. 1-15, 2011
A note on the Jarque–Bera normality test for GARCH innovations
(
Citations: 3
)
Sangyeol Lee
,
Taewook Lee
Journal:
Journal of The Korean Statistical Society - J KOREAN STAT SOC
, vol. 39, no. 1, pp. 93-102, 2010
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