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Koo, Bonsoo's
Scholarly Papers
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Downloads
143 |
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Citations
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1.
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Semiparametric Estimation of Locally Stationary Diffusion Models
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Koo, Bonsoo
Monash University - Faculty of Business and Economics Linton, Oliver B.
University of Cambridge
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Posted:
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09 Sep 10
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Last Revised:
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09 May 13
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Koo, Bonsoo
Monash University - Faculty of Business and Economics Linton, Oliver B.
University of Cambridge
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Koo, Bonsoo
Monash University - Faculty of Business and Economics Linton, Oliver B.
University of Cambridge
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09 Sep 10
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Last Revised:
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09 May 13
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diffusion processes, local stationarity, term structure dynamics, density matching, option pricing
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2.
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Koo, Bonsoo
Monash University - Faculty of Business and Economics Linton, Oliver B.
University of Cambridge
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21 Aug 12
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Last Revised:
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26 Apr 13
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28
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semiparametric, heavy-tailed errors, time varying, nonstationary multiplicative GARCH
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3.
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Deb, Pragyan
London School of Economics & Political Science (LSE) - Financial Markets Group Koo, Bonsoo
Monash University - Faculty of Business and Economics Liu, Zijun
London School of Economics & Political Science (LSE) - Financial Markets Group
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15 Mar 12
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Last Revised:
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02 Aug 12
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25
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Premature trading, Competition, Unverified Information, Excess Volatility
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4.
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Linton, Oliver B.
University of Cambridge Koo, Bonsoo
Monash University - Faculty of Business and Economics
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14
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semiparametric, heavy-tailed errors, time varying, nonstationary multiplicative GARCH
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5.
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Koo, Bonsoo
Monash University - Faculty of Business and Economics Seo, Myung Hwan
London School of Economics & Political Science (LSE)
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12
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structural break, forecasting, mis-specification, cube-root asymptotics, bagging
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