Jeong-Ryeol Kurz-Kim

Macroeconomic Now- and Forecasting Based on the Factor Error Correction Model Using Targeted Mixed Frequency Indicators

Jeong-Ryeol Kurz-Kim, Jeong-Ryeol Kurz-Kim, 2016, SSRN Electronic Journal.

Early warning indicator for financial crashes using the log periodic power law

Jeong-Ryeol Kurz-Kim, 2012 .

Asymptotic Distribution of Linear Unbiased Estimators in the Presence of Heavy-Tailed Stochastic Regressors and Residuals

Gennady Samorodnitsky, Jeong-Ryeol Kurz-Kim, S. Rachev, 2005, SSRN Electronic Journal.

Combining forecasts using optimal combination weight and generalized autoregression

Jeong-Ryeol Kurz-Kim, Jeong-Ryeol Kurz-Kim, 2008 .

Asymptotic Distribution of Unbiased Linear Estimators in the Presence of Heavy-tailed Stochastic Regressors and Residuals

Gennady Samorodnitsky, Svetlozar T. Rachev, Jeong-Ryeol Kurz-Kim, 2004 .

Exact inference and optimal invariant estimation for the tail coefficient of symmetric α-stable ∗ distributions

Jean-Marie Dufour, Jeong-Ryeol Kurz-Kim, Jean-Marie Dufour, 2005 .