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Disambiguation of "Lee, Tae-Hwy"

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Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood

, , and . International Journal of Forecasting, 20 (4): 629--645 (00 2004)

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Tae-soo Lee

Tae-Hoon Lee

Heun Tae Lee

Tae-Goo Lee

Gabriele Taentzer

 

Other publications of authors with the same name

Forecasting volatility: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood, , and . International Journal of Forecasting, 20 (4): 629--645 (00 2004)The international transmission of information in Eurodollar futures markets: a continuously trading market hypothesis, , and . Journal of International Money and Finance, 15 (3): 447--465 (June 1996)Spread and volatility in spot and forward exchange rates. Journal of International Money and Finance, 13 (3): 375--383 (June 1994)Financial Forecasting, Non-linear Time Series in., and . Encyclopedia of Complexity and Systems Science, Springer, (2009)Pitfalls in testing for long run relationships, and . Journal of Econometrics, 86 (1): 129--154 (September 1998)Cointegration tests with conditional heteroskedasticity, and . Journal of Econometrics, 73 (2): 401--410 (August 1996)Testing for neglected nonlinearity in time series models : A comparison of neural network methods and alternative tests, , and . Journal of Econometrics, 56 (3): 269--290 (April 1993)Advances in Econometrics, and . Volume 20, Part 2, chapter Asymmetric Predictive Abilities of Nonlinear Models for Stock Returns: Evidence from Density Forecast Comparison, page 41--62. JAI, (2006)Bagging binary and quantile predictors for time series, and . Journal of Econometrics, 135 (1-2): 465--497 (00 2006)Disequilibrium and uncertainty in cointegrated systems: Some empirical evidence. Economics Letters, 49 (2): 157--161 (August 1995)