Yoon-Jae Whang
Selected Publications
In this article, we propose a general method for testing inequality restrictions on nonparametric functions. Our […]
The so-called leverage hypothesis is that negative shocks to prices/returns affect volatility more than equal positive […]
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This paper proposes the cross-quantilogram to measure the quantile dependence between two time series. We apply […]
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In this paper, we propose a doubly robust method to present the heterogeneity of the average […]
We develop a general class of nonparametric tests for treatment effects conditional on covariates. We consider […]
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We propose a new statistical test of the stochastic dominance efficiency of a given portfolio over […]
Previous version
We propose a new statistical test of the stochastic dominance efficiency of a given portfolio over […]
In this paper, we propose a general method for testing inequality restrictions on nonparametric functions. Our […]
This paper proposes the cross-quantilogram to measure the quantile dependence between two time series. We apply […]
Latest version
The so-called leverage hypothesis is that negative shocks to prices/ returns affect volatility more than equal […]