Jae Hoon Kim
Personal Details
First Name: | Jae |
Middle Name: | Hoon |
Last Name: | Kim |
Suffix: | |
RePEc Short-ID: | pki102 |
[This author has chosen not to make the email address public] | |
https://scholar.google.com/citations?user=zEs_RAgAAAAJ&hl=en | |
Terminal Degree: | 1997 Discipline of Business Analytics; Business School; University of Sydney (from RePEc Genealogy) |
Research output
Jump to: Working papers ArticlesWorking papers
- Amélie Charles & Olivier Darné & Jae H Kim, 2017.
"International Stock Return Predictability: Evidence from New Statistical Tests,"
Post-Print
hal-01626101, HAL.
- Charles, Amélie & Darné, Olivier & Kim, Jae H., 2017. "International stock return predictability: Evidence from new statistical tests," International Review of Financial Analysis, Elsevier, vol. 54(C), pages 97-113.
- Amélie Charles & Olivier Darné & Jae H Kim, 2017.
"Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices,"
Post-Print
hal-01579718, HAL.
- Charles, Amélie & Darné, Olivier & Kim, Jae H., 2017. "Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices," International Economics, Elsevier, vol. 151(C), pages 100-112.
- Amélie Charles & Olivier Darné & Jae Paul Kim, 2017. "Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices," Post-Print hal-01598139, HAL.
- Amélie Charles & Olivier Darné & Jae H Kim, 2017. "Adaptive Markets Hypothesis for Islamic Stock Portfolios: Evidence from Dow Jones Size and Sector-Indices," Post-Print hal-01526483, HAL.
- Charles, Amelie & Darne, Olivier & Kim, Jae, 2016.
"Stock Return Predictability: Evaluation based on Prediction Intervals,"
MPRA Paper
70143, University Library of Munich, Germany.
- Amélie Charles & Olivier Darné & Jae H. Kim, 2016. "Stock Return Predictability: Evaluation based on prediction intervals," Working Papers hal-01295037, HAL.
- Kim, Jae, 2016.
"Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation?,"
MPRA Paper
70692, University Library of Munich, Germany.
- Kim, Jae H., 2017. "Stock returns and investors' mood: Good day sunshine or spurious correlation?," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 94-103.
- Amélie Charles & Olivier Darné & Jae H. Kim & Etienne Redor, 2016. "Stock Exchange Mergers and Market," Post-Print hal-01238707, HAL.
- Kim, Jae, 2015. "How to Choose the Level of Significance: A Pedagogical Note," MPRA Paper 66373, University Library of Munich, Germany.
- Kim, Jae & Choi, In, 2015. "Unit Roots in Economic and Financial Time Series: A Re-Evaluation based on Enlightened Judgement," MPRA Paper 68411, University Library of Munich, Germany.
- Amélie Charles & Olivier Darné & Jae H. Kim, 2015.
"Will precious metals shine ? A market efficiency perspective,"
Post-Print
hal-01238706, HAL.
- Charles, Amélie & Darné, Olivier & Kim, Jae H., 2015. "Will precious metals shine? A market efficiency perspective," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 284-291.
- Amélie Charles & Olivier Darné & Jae H. Kim & Etienne Redor, 2014.
"Stock Exchange Mergers and Market Efficiency,"
Working Papers
hal-00940105, HAL.
- Am鬩e Charles & Olivier Darn頍 & Jae H. Kim & Etienne Redor, 2016. "Stock exchange mergers and market efficiency," Applied Economics, Taylor & Francis Journals, vol. 48(7), pages 576-589, February.
- Kim, Jae & Doucouliagos, Hristos & Stanley, T. D., 2014. "Market efficiency in Asian and Australasian stock markets: a fresh look at the evidence," Working Papers eco_2014_9, Deakin University, Department of Economics.
- Amélie Charles & Olivier Darné & Jae H. Kim, 2014. "Precious metals shine? A market efficiency perspective," Working Papers hal-01010516, HAL.
- Amélie Charles & Olivier Darné & Jae H Kim, 2010.
"Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis,"
Working Papers
2010.07, School of Economics, La Trobe University.
- Charles, Amélie & Darné, Olivier & Kim, Jae H., 2011. "Small sample properties of alternative tests for martingale difference hypothesis," Economics Letters, Elsevier, vol. 110(2), pages 151-154, February.
- Amélie Charles & Olivier Darné & Jae Kim, 2011. "Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis," Post-Print hal-00771829, HAL.
- Amélie Charles & Olivier Darné & Jae H Kim, 2010. "Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis," Working Papers 2010.07, School of Economics, La Trobe University.
- Amélie Charles & Olivier Darné & Jae H. Kim, 2010.
"Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates,"
Working Papers
hal-00547722, HAL.
- Charles, Amélie & Darné, Olivier & Kim, Jae H., 2012. "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1607-1626.
- Amélie Charles & Olivier Darné & Jae H. Kim, 2012. "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Post-Print hal-00958288, HAL.
- Jae H Kim & Iain Fraser & Rob J. Hyndman, 2010.
"Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach,"
Working Papers
2010.06, School of Economics, La Trobe University.
- Kim, Jae H. & Fraser, Iain & Hyndman, Rob J., 2011. "Improved interval estimation of long run response from a dynamic linear model: A highest density region approach," Computational Statistics & Data Analysis, Elsevier, vol. 55(8), pages 2477-2489, August.
- Jae H Kim & Iain Fraser & Rob J. Hyndman, 2010. "Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach," Working Papers 2010.06, School of Economics, La Trobe University.
- Abul Shamsuddin & Jae H Kim, 2009.
"Short-Horizon Return Predictability in International Equity Markets,"
Working Papers
2009.01, School of Economics, La Trobe University.
- Abul Shamsuddin & Jae H. Kim, 2010. "Short‐Horizon Return Predictability in International Equity Markets," The Financial Review, Eastern Finance Association, vol. 45(2), pages 469-484, May.
- Abul Shamsuddin & Jae H Kim, 2009. "Short-Horizon Return Predictability in International Equity Markets," Working Papers 2009.01, School of Economics, La Trobe University.
- Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu, 2008.
"Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals,"
Monash Econometrics and Business Statistics Working Papers
11/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009.
- Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011. "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, vol. 27(3), pages 887-901.
- Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011. "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, vol. 27(3), pages 887-901, July.
- Jayasuriya, Sisira & Kim, Jae H. & Kumar, Parmod, 2007. "International and Internal Market Integration in Indian agriculture: A study of the Indian Rice Market," 106th Seminar, October 25-27, 2007, Montpellier, France 7935, European Association of Agricultural Economists.
- Jae Kim & Param Silvapulle & Rob J. Hyndman, 2006.
"Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach,"
Monash Econometrics and Business Statistics Working Papers
11/06, Monash University, Department of Econometrics and Business Statistics.
- Kim, Jae H. & Silvapulle, Param & Hyndman, Rob J., 2007. "Half-life estimation based on the bias-corrected bootstrap: A highest density region approach," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3418-3432, April.
- Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2006.
"Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility,"
The Warwick Economics Research Paper Series (TWERPS)
777, University of Warwick, Department of Economics.
- Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2008. "Quantile forecasts of daily exchange rate returns from forecasts of realized volatility," Journal of Empirical Finance, Elsevier, vol. 15(4), pages 729-750, September.
- Clements, Michael P. & Galvao, Ana Beatriz & Kim, Jae H., 2006. "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," Economic Research Papers 269747, University of Warwick - Department of Economics.
- Philip Inyeob Ji & Jae H. Kim, 2005.
"Real Interest Rate Linkages in the Pacific Basin Region,"
Monash Econometrics and Business Statistics Working Papers
23/05, Monash University, Department of Econometrics and Business Statistics.
- Ji, Philip Inyeob & Kim, Jae H., 2009. "Real interest rate linkages in the Pacific-Basin region," International Review of Economics & Finance, Elsevier, vol. 18(3), pages 440-448, June.
- Jae H. Kim & Hristos Doucouliagos, 2005. "Realized Volatility and Correlation in Grain Futures Markets: Testing for Spill-Over Effects," Monash Econometrics and Business Statistics Working Papers 22/05, Monash University, Department of Econometrics and Business Statistics.
- Param Silvapulle & Titi Kanti Lestari & Jae Kim, 2004. "Nonlinear Modelling of Purchasing Power Parity in Indonesia," Econometric Society 2004 Australasian Meetings 316, Econometric Society.
- Jae H. Kim & Philip I. Ji, 2004. "International linkage of real interest rates: the case of East Asian countries," Econometric Society 2004 Australasian Meetings 124, Econometric Society.
- Jae H. Kim, 2004. "Testing for the martingale hypothesis in Asian stock prices: evidence from a new joint variance ratio test," Econometric Society 2004 Australasian Meetings 98, Econometric Society.
- MoonJoong Tcha & Jae H. Kim, 2003. "Exchange Rate Pass-Through and Market Response: The Case of the US Steel Market," Economics Discussion / Working Papers 03-02, The University of Western Australia, Department of Economics.
Articles
- Jae H. Kim & In Choi, 2021. "Choosing the Level of Significance: A Decision‐theoretic Approach," Abacus, Accounting Foundation, University of Sydney, vol. 57(1), pages 27-71, March.
- Kim, Jae H. & Shamsuddin, Abul, 2020. "A bootstrap test for predictability of asset returns," Finance Research Letters, Elsevier, vol. 35(C).
- Jae H. Kim, 2020. "Decision-Theoretic Hypothesis Testing: A Primer With R Package OptSig," The American Statistician, Taylor & Francis Journals, vol. 74(4), pages 370-379, October.
- Muhammad Ishaq Bhatti & Jae H. Kim, 2020. "Towards a New Paradigm for Statistical Evidence in the Use of p -Value," Econometrics, MDPI, vol. 9(1), pages 1-3, December.
- Jae H. Kim & Andrew P. Robinson, 2019. "Interval-Based Hypothesis Testing and Its Applications to Economics and Finance," Econometrics, MDPI, vol. 7(2), pages 1-22, May.
- Jae H. Kim, 2019. "Tackling False Positives In Business Research: A Statistical Toolbox With Applications," Journal of Economic Surveys, Wiley Blackwell, vol. 33(3), pages 862-895, July.
- Kim, Jae H. & Rahman, Md Lutfur & Shamsuddin, Abul, 2019. "Can energy prices predict stock returns? An extreme bounds analysis," Energy Economics, Elsevier, vol. 81(C), pages 822-834.
- Jae H. Kim & Kamran Ahmed & Philip Inyeob Ji, 2018. "Significance Testing in Accounting Research: A Critical Evaluation Based on Evidence," Abacus, Accounting Foundation, University of Sydney, vol. 54(4), pages 524-546, December.
- Kim, Jae H., 2017.
"Stock returns and investors' mood: Good day sunshine or spurious correlation?,"
International Review of Financial Analysis, Elsevier, vol. 52(C), pages 94-103.
- Kim, Jae, 2016. "Stock Returns and Investors’ Mood: Good Day Sunshine or Spurious Correlation?," MPRA Paper 70692, University Library of Munich, Germany.
- Charles, Amélie & Darné, Olivier & Kim, Jae H., 2017.
"Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices,"
International Economics, Elsevier, vol. 151(C), pages 100-112.
- Amélie Charles & Olivier Darné & Jae H Kim, 2017. "Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices," Post-Print hal-01579718, HAL.
- Amélie Charles & Olivier Darné & Jae Paul Kim, 2017. "Adaptive markets hypothesis for Islamic stock indices: Evidence from Dow Jones size and sector-indices," Post-Print hal-01598139, HAL.
- Charles, Amélie & Darné, Olivier & Kim, Jae H., 2017.
"International stock return predictability: Evidence from new statistical tests,"
International Review of Financial Analysis, Elsevier, vol. 54(C), pages 97-113.
- Amélie Charles & Olivier Darné & Jae H Kim, 2017. "International Stock Return Predictability: Evidence from New Statistical Tests," Post-Print hal-01626101, HAL.
- Jae H. Kim & In Choi, 2017. "Unit Roots in Economic and Financial Time Series: A Re-Evaluation at the Decision-Based Significance Levels," Econometrics, MDPI, vol. 5(3), pages 1-23, September.
- Am鬩e Charles & Olivier Darn頍 & Jae H. Kim & Etienne Redor, 2016.
"Stock exchange mergers and market efficiency,"
Applied Economics, Taylor & Francis Journals, vol. 48(7), pages 576-589, February.
- Amélie Charles & Olivier Darné & Jae H. Kim & Etienne Redor, 2014. "Stock Exchange Mergers and Market Efficiency," Working Papers hal-00940105, HAL.
- Kim, Jae H. & Ji, Philip Inyeob, 2015. "Significance testing in empirical finance: A critical review and assessment," Journal of Empirical Finance, Elsevier, vol. 34(C), pages 1-14.
- Shamsuddin, Abul & Kim, Jae H., 2015. "Market sentiment and the Fama–French factor premia," Economics Letters, Elsevier, vol. 136(C), pages 129-132.
- Jae H. Kim & Abul Shamsuddin, 2015. "A closer look at return predictability of the US stock market: evidence from new panel variance ratio tests," Quantitative Finance, Taylor & Francis Journals, vol. 15(9), pages 1501-1514, September.
- Charles, Amélie & Darné, Olivier & Kim, Jae H., 2015.
"Will precious metals shine? A market efficiency perspective,"
International Review of Financial Analysis, Elsevier, vol. 41(C), pages 284-291.
- Amélie Charles & Olivier Darné & Jae H. Kim, 2015. "Will precious metals shine ? A market efficiency perspective," Post-Print hal-01238706, HAL.
- Kim, Jae H., 2014. "Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative," Economic Modelling, Elsevier, vol. 41(C), pages 267-273.
- Kian-Ping Lim & Weiwei Luo & Jae H. Kim, 2013. "Are US stock index returns predictable? Evidence from automatic autocorrelation-based tests," Applied Economics, Taylor & Francis Journals, vol. 45(8), pages 953-962, March.
- Nath, H. (Mindi) B. & Kim, Jae H. & Brooks, Robert D., 2012. "Realized dual-betas for leading Australian stocks: An evaluation of the estimation methods and the effect of the sampling interval," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 83(C), pages 10-22.
- Rushdi, Mustabshira & Kim, Jae H. & Silvapulle, Param, 2012. "ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia," Economic Modelling, Elsevier, vol. 29(3), pages 535-543.
- Charles, Amélie & Darné, Olivier & Kim, Jae H., 2012.
"Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates,"
Journal of International Money and Finance, Elsevier, vol. 31(6), pages 1607-1626.
- Amélie Charles & Olivier Darné & Jae H. Kim, 2010. "Exchange-Rate Return Predictability and the Adaptive Markets Hypothesis: Evidence from Major Foreign Exchange Rates," Working Papers hal-00547722, HAL.
- Amélie Charles & Olivier Darné & Jae H. Kim, 2012. "Exchange-rate return predictability and the adaptive markets hypothesis: Evidence from major foreign exchange rates," Post-Print hal-00958288, HAL.
- Jasim Al-Ajmi & J. H. Kim, 2012. "Are Gulf stock markets efficient? Evidence from new multiple variance ratio tests," Applied Economics, Taylor & Francis Journals, vol. 44(14), pages 1737-1747, May.
- Charles, Amélie & Darné, Olivier & Kim, Jae H., 2011.
"Small sample properties of alternative tests for martingale difference hypothesis,"
Economics Letters, Elsevier, vol. 110(2), pages 151-154, February.
- Amélie Charles & Olivier Darné & Jae H Kim, 2010. "Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis," Working Papers 2010.07, School of Economics, La Trobe University.
- Amélie Charles & Olivier Darné & Jae Kim, 2011. "Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis," Post-Print hal-00771829, HAL.
- Amélie Charles & Olivier Darné & Jae H Kim, 2010. "Small Sample Properties of Alternative Tests for Martingale Difference Hypothesis," Working Papers 2010.07, School of Economics, La Trobe University.
- Kim, Jae H. & Ryoo, Heajin H., 2011. "Common stocks as a hedge against inflation: Evidence from century-long US data," Economics Letters, Elsevier, vol. 113(2), pages 168-171.
- Kim, Jae H. & Shamsuddin, Abul & Lim, Kian-Ping, 2011. "Stock return predictability and the adaptive markets hypothesis: Evidence from century-long U.S. data," Journal of Empirical Finance, Elsevier, vol. 18(5), pages 868-879.
- Kim, Jae H. & Ji, Philip Inyeob, 2011. "Mean-reversion in international real interest rates," Economic Modelling, Elsevier, vol. 28(4), pages 1959-1966, July.
- Lim, Kian-Ping & Kim, Jae H., 2011. "Trade openness and the informational efficiency of emerging stock markets," Economic Modelling, Elsevier, vol. 28(5), pages 2228-2238, September.
- Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011.
"Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals,"
International Journal of Forecasting, Elsevier, vol. 27(3), pages 887-901, July.
- Kim, Jae H. & Wong, Kevin & Athanasopoulos, George & Liu, Shen, 2011. "Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals," International Journal of Forecasting, Elsevier, vol. 27(3), pages 887-901.
- Jae H. Kim & Haiyang Song & Kevin Wong & George Athanasopoulos & Shen Liu, 2008. "Beyond point forecasting: evaluation of alternative prediction intervals for tourist arrivals," Monash Econometrics and Business Statistics Working Papers 11/08, Monash University, Department of Econometrics and Business Statistics, revised Oct 2009.
- Kim, Jae H. & Fraser, Iain & Hyndman, Rob J., 2011.
"Improved interval estimation of long run response from a dynamic linear model: A highest density region approach,"
Computational Statistics & Data Analysis, Elsevier, vol. 55(8), pages 2477-2489, August.
- Jae H Kim & Iain Fraser & Rob J. Hyndman, 2010. "Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach," Working Papers 2010.06, School of Economics, La Trobe University.
- Jae H Kim & Iain Fraser & Rob J. Hyndman, 2010. "Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach," Working Papers 2010.06, School of Economics, La Trobe University.
- Abul Shamsuddin & Jae H. Kim, 2010.
"Short‐Horizon Return Predictability in International Equity Markets,"
The Financial Review, Eastern Finance Association, vol. 45(2), pages 469-484, May.
- Abul Shamsuddin & Jae H Kim, 2009. "Short-Horizon Return Predictability in International Equity Markets," Working Papers 2009.01, School of Economics, La Trobe University.
- Abul Shamsuddin & Jae H Kim, 2009. "Short-Horizon Return Predictability in International Equity Markets," Working Papers 2009.01, School of Economics, La Trobe University.
- Ji, Philip Inyeob & Kim, Jae H., 2009.
"Real interest rate linkages in the Pacific-Basin region,"
International Review of Economics & Finance, Elsevier, vol. 18(3), pages 440-448, June.
- Philip Inyeob Ji & Jae H. Kim, 2005. "Real Interest Rate Linkages in the Pacific Basin Region," Monash Econometrics and Business Statistics Working Papers 23/05, Monash University, Department of Econometrics and Business Statistics.
- Kim, Jae H., 2009. "Automatic variance ratio test under conditional heteroskedasticity," Finance Research Letters, Elsevier, vol. 6(3), pages 179-185, September.
- Kim, Jae H. & Shamsuddin, Abul, 2008. "Are Asian stock markets efficient? Evidence from new multiple variance ratio tests," Journal of Empirical Finance, Elsevier, vol. 15(3), pages 518-532, June.
- Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2008.
"Quantile forecasts of daily exchange rate returns from forecasts of realized volatility,"
Journal of Empirical Finance, Elsevier, vol. 15(4), pages 729-750, September.
- Clements, Michael P. & Galvao, Ana Beatriz & Kim, Jae H., 2006. "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," Economic Research Papers 269747, University of Warwick - Department of Economics.
- Clements, Michael P. & Galvão, Ana Beatriz & Kim, Jae H., 2006. "Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility," The Warwick Economics Research Paper Series (TWERPS) 777, University of Warwick, Department of Economics.
- Lim, Kian-Ping & Brooks, Robert D. & Kim, Jae H., 2008. "Financial crisis and stock market efficiency: Empirical evidence from Asian countries," International Review of Financial Analysis, Elsevier, vol. 17(3), pages 571-591, June.
- Guneratne B Wickremasinghe & Jae H Kim, 2008. "Weak-Form Efficiency of Foreign Exchange Markets of Developing Economies," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 7(2), pages 169-196, August.
- Clements, Michael P. & Kim, Jae H., 2007. "Bootstrap prediction intervals for autoregressive time series," Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3580-3594, April.
- Kim, Jae H. & Silvapulle, Param & Hyndman, Rob J., 2007.
"Half-life estimation based on the bias-corrected bootstrap: A highest density region approach,"
Computational Statistics & Data Analysis, Elsevier, vol. 51(7), pages 3418-3432, April.
- Jae Kim & Param Silvapulle & Rob J. Hyndman, 2006. "Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach," Monash Econometrics and Business Statistics Working Papers 11/06, Monash University, Department of Econometrics and Business Statistics.
- Hoque, Hafiz A.A.B. & Kim, Jae H. & Pyun, Chong Soo, 2007. "A comparison of variance ratio tests of random walk: A case of Asian emerging stock markets," International Review of Economics & Finance, Elsevier, vol. 16(4), pages 488-502.
- Kelvin Balcombe & Iain Fraser & Jae Kim, 2006. "Estimating technical efficiency of Australian dairy farms using alternative frontier methodologies," Applied Economics, Taylor & Francis Journals, vol. 38(19), pages 2221-2236.
- Ahmed, Kamran & Kim, Jae H. & Henry, Darren, 2006. "International cross-listings by Australian firms: A stochastic dominance analysis of equity returns," Journal of Multinational Financial Management, Elsevier, vol. 16(5), pages 494-508, December.
- Kim, Jae H., 2006. "Wild bootstrapping variance ratio tests," Economics Letters, Elsevier, vol. 92(1), pages 38-43, July.
- Jae Kim & Mahbuba Yeasmin, 2005. "The Size and Power of the Bias-Corrected Bootstrap Test for Regression Models with Autocorrelated Errors," Computational Economics, Springer;Society for Computational Economics, vol. 25(3), pages 255-267, June.
- Jae Kim, 2005. "Investigating the advertising-sales relationship in the Lydia Pinkham data: a bootstrap approach," Applied Economics, Taylor & Francis Journals, vol. 37(3), pages 347-354.
- Jae Kim, 2005. "Bias-Corrected Bootstrap Inference for Regression Models with Autocorrelated Errors," Economics Bulletin, AccessEcon, vol. 3(44), pages 1-8.
- Imad Moosa & Jae Kim, 2004. "Direct and indirect forecasting of the money multiplier and velocity of circulation in the United Kingdom," International Economic Journal, Taylor & Francis Journals, vol. 18(1), pages 103-118.
- Jae H. Kim, 2004. "Bias-corrected bootstrap prediction regions for vector autoregression," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(2), pages 141-154.
- Moosa, Imad A. & Kim, Jae H., 2004. "Forecasting the Velocity of Circulation in the Japanese Economy," Hitotsubashi Journal of Economics, Hitotsubashi University, vol. 45(1), pages 1-14, June.
- Kim, Jae H., 2004. "Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators," International Journal of Forecasting, Elsevier, vol. 20(1), pages 85-97.
- Shamsuddin, Abul F. M. & Kim, Jae H., 2003. "Integration and interdependence of stock and foreign exchange markets: an Australian perspective," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(3), pages 237-254, July.
- Kim, Jae H., 2003. "Forecasting autoregressive time series with bias-corrected parameter estimators," International Journal of Forecasting, Elsevier, vol. 19(3), pages 493-502.
- Kim, Jae H, 2002. "Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 21(4), pages 265-280, July.
- Kim, Jae H, 2001. "Bootstrap-after-Bootstrap Prediction Intervals for Autoregressive Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 19(1), pages 117-128, January.
- Jae H. Kim & Monique T. Ngo, 2001. "Modelling and Forecasting Monthly Airline Passenger Flows among Three Major Australian Cities," Tourism Economics, , vol. 7(4), pages 397-412, December.
- Jae H. Kim & Imad Moosa, 2001. "Seasonal Behaviour of Monthly International Tourist Flows: Specification and Implications for Forecasting Models," Tourism Economics, , vol. 7(4), pages 381-396, December.
- Denzil Fiebig & Jae Kim, 2000. "Estimation and inference in sur models when the number of equations is large," Econometric Reviews, Taylor & Francis Journals, vol. 19(1), pages 105-130.
- Jae H. Kim, 1999. "Forecasting Monthly Tourist Departures from Australia," Tourism Economics, , vol. 5(3), pages 277-291, September.
- Kim, Jae H., 1999. "Asymptotic and bootstrap prediction regions for vector autoregression," International Journal of Forecasting, Elsevier, vol. 15(4), pages 393-403, October.
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This author is among the top 5% authors according to these criteria:- Number of Citations, Weighted by Number of Authors
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Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 19 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-FMK: Financial Markets (8) 2005-09-29 2005-10-15 2015-01-31 2015-12-20 2016-04-04 2016-04-09 2016-04-23 2018-01-22. Author is listed
- NEP-ECM: Econometrics (7) 2006-07-21 2007-01-14 2009-03-22 2011-03-26 2015-09-05 2015-12-20 2016-04-23. Author is listed
- NEP-ETS: Econometric Time Series (6) 2004-10-30 2006-07-21 2007-01-14 2009-03-22 2011-03-26 2015-12-20. Author is listed
- NEP-FOR: Forecasting (4) 2007-01-14 2009-03-22 2016-04-04 2016-04-09
- NEP-IFN: International Finance (4) 2004-10-30 2004-10-30 2005-10-15 2007-01-14
- NEP-FIN: Finance (2) 2004-10-30 2005-09-29
- NEP-MAC: Macroeconomics (2) 2005-10-15 2015-12-20
- NEP-RMG: Risk Management (2) 2004-10-30 2007-01-14
- NEP-AGR: Agricultural Economics (1) 2015-12-20
- NEP-CBA: Central Banking (1) 2007-01-14
- NEP-COM: Industrial Competition (1) 2014-02-08
- NEP-MON: Monetary Economics (1) 2004-10-30
- NEP-ORE: Operations Research (1) 2009-03-22
- NEP-SEA: South East Asia (1) 2015-01-31
- NEP-TUR: Tourism Economics (1) 2009-03-22
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