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T

Tae‐Hwy Lee

university of california riverside

23H指数
104论文数
3.1K被引数
收录论文 15
发表时间
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Combining forecasts under structural breaks using Graphical LASSO基于结构突变的图拉索组合预测
errInternational Journal of Forecasting
IF7.1
err2025-05-28
err0
PREAI
errTae-Hwy Lee; Ekaterina Seregina
err分享
err收藏
Time-varying model averaging?时变模型平均？
errJOURNAL OF ECONOMETRICS
IF4
err2021-06-01
err26
errOAAI
errSun, Yuying; Hong, Yongmiao; Lee, Tae-Hwy; Wang, Shouyang; Zhang, Xinyu
err分享
err收藏
Nonparametric and semiparametric regressions subject to monotonicity constraints: Estimation and forecasting
errJOURNAL OF ECONOMETRICS
IF4
err2014-09-01
err13
errOAAI
errLee, Tae-Hwy; Tu, Yundong; Ullah, Aman
err分享
err收藏
Granger-causality in quantiles between financial markets: Using copula approach金融市场之间分位数的格兰杰因果关系: 使用copula方法
errINTERNATIONAL REVIEW OF FINANCIAL ANALYSIS
IF9.8
err2014-05-01
err37
errOAAI
errLee, Tae-Hwy; Yang, Weiping
err分享
err收藏
Asymmetric loss in the Greenbook and the Survey of Professional Forecasters
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2014-04-01
err19
errOAAI
errWang, Yiyao; Lee, Tae-Hwy
err分享
err收藏
Copula-based multivariate GARCH model with uncorrelated dependent errors
errJOURNAL OF ECONOMETRICS
IF4
err2009-06-01
err97
errOAAI
errLee, Tae-Hwy; Long, Xiangdong
err分享
err收藏
Comparing density forecast models
errJOURNAL OF FORECASTING
IF2.7
err2007-04-04
err78
errOAAI
errBao, Yong; Lee, Tae-Hwy; Saltoglu, Burak
err分享
err收藏
Bagging binary and quantile predictors for time series
errJOURNAL OF ECONOMETRICS
IF4
err2006-11-01
err47
PREAI
errLee, Tae-Hwy; Yang, Yang
err分享
err收藏
Evaluating predictive performance of value-at-risk models in emerging markets: A reality check
errJOURNAL OF FORECASTING
IF2.7
err2006-01-01
err125
PREAI
errBao, Y; Lee, TH; Saltoglu, B
err分享
err收藏
Forecasting volatility:: A reality check based on option pricing, utility function, value-at-risk, and predictive likelihood
errINTERNATIONAL JOURNAL OF FORECASTING
IF7.1
err2004-10-01
err132
PREAI
errGonzález-Rivera, G; Lee, TH; Mishra, S
err分享
err收藏
Inference on predictability of foreign exchange rates via generalized spectrum and nonlinear time series models (vol 85, pg 1048, 2003)
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err2004-08-01
err1
PREAI
errHong, YM; Lee, TH
err分享
err收藏
Inference on via generalized spectrum and nonlinear time series models
errREVIEW OF ECONOMICS AND STATISTICS
IF6.8
err2003-11-01
err90
PREAI
errHong, YM; Lee, TH
err分享
err收藏
Pitfalls in testing for long run relationships
errJOURNAL OF ECONOMETRICS
IF4
err1998-09-01
err98
errOAAI
errGonzalo, J; Lee, TH
err分享
err收藏
Cointegration tests with conditional heteroskedasticity具有条件异方差的协整检验
errJOURNAL OF ECONOMETRICS
IF4
err1996-08-01
err64
PREAI
errLee, TH; Tse, Y
err分享
err收藏
TESTING FOR NEGLECTED NONLINEARITY IN TIME-SERIES MODELS - A COMPARISON OF NEURAL NETWORK METHODS AND ALTERNATIVE TESTS
errJOURNAL OF ECONOMETRICS
IF4
err1993-04-01
err324
PREAI
errLEE, TH; WHITE, H; GRANGER, CWJ
err分享
err收藏

研究方向

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合作学者
合作期刊
C
Clive W. J. Granger
H 指数: 113 · 论文数: 544
王淑漪 封面图
王淑漪 (Shouyang Wang)
H 指数: 98 · 论文数: 1.4K
H
Halbert White
H 指数: 72 · 论文数: 371
洪永淼 封面图
洪永淼 (Yongmiao Hong)
H 指数: 40 · 论文数: 234
Y
Yiuman Tse
H 指数: 37 · 论文数: 186
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