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J
Jae H. Kim
La Trobe University
28
H指数
105
论文数
3.1K
被引数
0
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20
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发表时间
IF
被引数
Testing for signal-to-noise ratio in linear regression: a test under large or massive sample
annual review of food science and technology
IF
9.6
2023-11-19
0
PRE
AI
Kim, Jae H.; Ji, Philip I.
分享
收藏
Stock market anomalies: An extreme bounds analysis
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF
9.8
2023-11-01
2
PRE
AI
Kim, Jae H.; Shamsuddin, Abul
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收藏
Moving to a world beyond p-value < 0.05: a guide for business researchers
annual review of food science and technology
IF
9.6
2021-11-17
4
PRE
AI
Kim, Jae H.
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A bootstrap test for predictability of asset returns
FINANCE RESEARCH LETTERS
IF
6.9
2020-07-01
6
PRE
AI
Kim, Jae H.; Shamsuddin, Abul
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Can energy prices predict stock returns? An extreme bounds analysis
ENERGY ECONOMICS
IF
14.2
2019-06-01
20
PRE
AI
Kim, Jae H.; Rahman, Md Lutfur; Shamsuddin, Abul
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TACKLING FALSE POSITIVES IN BUSINESS RESEARCH: A STATISTICAL TOOLBOX WITH APPLICATIONS
JOURNAL OF ECONOMIC SURVEYS
IF
5
2018-12-28
6
PRE
AI
Kim, Jae H.
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International stock return predictability: Evidence from new statistical tests
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF
9.8
2017-11-01
15
OA
AI
Charles, Amelie; Darne, Olivier; Kim, Jae H.
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Will precious metals shine? A market efficiency perspective
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF
9.8
2015-10-01
48
OA
AI
Charles, Amelie; Darne, Olivier; Kim, Jae H.
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Testing for parameter restrictions in a stationary VAR model: A bootstrap alternative
ECONOMIC MODELLING
IF
4.7
2014-08-01
7
PRE
AI
Kim, Jae H.
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ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia
ECONOMIC MODELLING
IF
4.7
2012-05-01
25
PRE
AI
Rushdi, Mustabshira; Kim, Jae H.; Silvapulle, Param
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Mean-reversion in international real interest rates
ECONOMIC MODELLING
IF
4.7
2011-07-01
6
PRE
AI
Kim, Jae H.; Ji, Philip Inyeob
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Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals
INTERNATIONAL JOURNAL OF FORECASTING
IF
7.1
2011-07-01
44
PRE
AI
Kim, Jae H.; Wong, Kevin; Athanasopoulos, George; Liu, Shen
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Bias-Corrected Bootstrap Prediction Intervals for Autoregressive Model: New Alternatives with Applications to Tourism Forecasting
JOURNAL OF FORECASTING
IF
2.7
2010-02-03
14
OA
AI
Kim, Jae H.; Song, Haiyan; Wong, Kevin K. F.
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Automatic variance ratio test under conditional heteroskedasticity
FINANCE RESEARCH LETTERS
IF
6.9
2009-09-01
114
PRE
AI
Kim, Jae H.
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Forecasting international tourist flows to Australia: a comparison between the direct and indirect methods
TOURISM MANAGEMENT
IF
12.4
2005-02-01
53
PRE
AI
Kim, JH; Moosa, IA
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Bias-corrected bootstrap prediction regions for vector autoregression
JOURNAL OF FORECASTING
IF
2.7
2004-03-03
29
PRE
AI
Kim, JH
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Bootstrap prediction intervals for autoregression using asymptotically mean-unbiased estimators
INTERNATIONAL JOURNAL OF FORECASTING
IF
7.1
2004-01-01
24
PRE
AI
Kim, JH
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Forecasting autoregressive time series with bias-corrected parameter estimators
INTERNATIONAL JOURNAL OF FORECASTING
IF
7.1
2003-07-01
43
PRE
AI
Kim, JH
分享
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Bootstrap prediction intervals for autoregressive models of unknown or infinite lag order
JOURNAL OF FORECASTING
IF
2.7
2002-04-02
11
PRE
AI
Kim, JH
分享
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Asymptotic and bootstrap prediction regions for vector autoregression
INTERNATIONAL JOURNAL OF FORECASTING
IF
7.1
1999-10-01
37
PRE
AI
Kim, JH
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研究方向
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合作学者
合作期刊
H
Haiyan Song
H 指数: 76 · 论文数: 388
G
George Athanasopoulos
H 指数: 42 · 论文数: 195
I
Imad A. Moosa
H 指数: 40 · 论文数: 698
K
Kevin Wong
H 指数: 38 · 论文数: 297
O
Olivier Darné
H 指数: 26 · 论文数: 172
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