Tae Yoon Kim

Keimyung University

Dalseo-Gu, Daegu 704-701

Korea, Republic of (South Korea)

SCHOLARLY PAPERS

6

DOWNLOADS

41

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (6)

1.

Kernel Matching Scheme for Block Bootstrap of Time Series Data

Journal of Time Series Analysis, Vol. 25, No. 2, pp. 199-216, March 2004
Number of pages: 18 Posted: 13 Apr 2004
Tae Yoon Kim and Sun Young Hwang
Keimyung University and Sookmyung Women's University
Downloads 17 (544,007)
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Kernel matching, block bootstraps, time series, transition probabilities, ergodicity, bias reduction

2.

금융위기의 조기경보를 위한 주식시장 안정성 지수의 개발 (Stock Market Stability Index for Early Warning System of Financial Crisis)

Financial Stability Studies, Vol. 8, No. 1, Korea Deposit Insurance Corporation(KDIC), 2007, pp. 97-124.
Number of pages: 28 Posted: 16 Aug 2017 Last Revised: 27 Dec 2018
Kyong Oh and Tae Yoon Kim
Yonsei University and Keimyung University
Downloads 12 (574,550)

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비선형 시계열, 비모수적 방법, 모수적 방법, 인공신경망(ANN), 정상성, 조기 경보시스템(EWS), Nonlinear Time Series, Nonparametric Methods, Parametric Methods, Artificial Neural Networks, Stationarity, Early Warning System

3.

사례기반추론을 활용한 일별 경제상황 판단지수의 구축방법론 (Using Case-Based Reasoning to Develop the Daily Economic Condition Indicator Based on Data-Driven Method)

Financial Stability Studies, Vol. 6, No. 1, Korea Deposit Insurance Corporation(KDIC), 2005, pp. 36-64 .
Number of pages: 29 Posted: 19 Aug 2017 Last Revised: 10 Jan 2019
Kyong Oh and Tae Yoon Kim
Yonsei University and Keimyung University
Downloads 10 (587,347)

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경제위기모형, 데이터중심 모델링, 사례기반추론, 유전자알고리즘, 경제상황 판단지수, Economic Crisis Model, Data-Driven Method, Case-Based Reasoning, Genetic Algorithm, Economic Condition Indicator

4.

The Contagion Versus Interdependence Controversy between Hedge Funds and Equity Markets

European Financial Management, Vol. 24, Issue 3, pp. 309-330, 2018
Number of pages: 22 Posted: 14 Jun 2018
Tae Yoon Kim and Hee Soo Lee
Keimyung University and Sejong University
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conditional return smoothing, contagion, factor model, hedge funds, interdependence, single equation error correction model

5.

Central Limit Theorems for Nonparametric Estimators with Real-Time Random Variables

Journal of Time Series Analysis, Vol. 31, Issue 5, pp. 337-347, September 2010
Number of pages: 11 Posted: 17 Aug 2010
Tae Yoon Kim and Zhi-Ming Luo
Keimyung University and affiliation not provided to SSRN
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6.

Hedge Fund Styles and Their Contagion from the Equity Market

International Review of Finance, Vol. 18, Issue 1, pp. 91-112, 2018
Number of pages: 22 Posted: 05 Mar 2018
Hee Soo Lee and Tae Yoon Kim
Sejong University and Keimyung University
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