Seok Young Hong
Selected Publications
Asymptotic properties of a Nadaraya-Watson type estimator for regression functions of in
finite order
We consider a class of nonparametric time series regression models in which the regressor takes values […]
An investigation into multivariate variance ratio statistics and their application to stock market predictability
We propose several multivariate variance ratio statistics. We derive the asymptotic distribution of the statistics and […]
Multivariate variance ratio statistics
We propose several multivariate variance ratio statistics. We derive the asymptotic distribution of the statistics and […]