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Kun Ho Kim

Concordia University (from arXiv:2203.04080, 2022) · ORCID · OpenAlex

21 papers in scope · 21 published · 3 on the econ.EM arXiv · 352 citations · h-index 8 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Koichiro Moriya
  2. Akihiko Noda
  3. Richard T. Baillie
  4. Tianwei Zhou
  5. J. Jenny Li
  6. Chad E. Brown
  7. Aaron Mora
  8. Francis X. Diebold
  9. George Kapetanios
  10. Likai Chen
  11. Christis Katsouris
  12. Dongyuan Mu
  13. Junjie Li
  14. Vasilis Sarafidis
  15. Sayar Karmakar
  16. Wei Biao Wu
  17. Stefan Richter
  18. Alexia Ventouri
  19. Fabian Krüger
  20. Mikkel Sølvsten

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(3 of 21)

Amazingly versatile Durbin regressions with persistent and nonlinear errors: HAC comparisons
published2025 · Economics Letters
Yes! uncovered interest parity does hold in the long run
published2025 · Journal of International Money and Finance · 3 citations
published2024 · Econometrics Journal · 7 citations · first circulated 2016
published2024 · Journal of Time Series Analysis · 1 citations · first circulated 2022
Transcriptomic characteristics according to tumor size and SUVmax in papillary thyroid cancer patients
published2024 · Scientific Reports · 3 citations
with Sang Hyeon Ju, Seong Eun Lee, Shinae Yi, Na Rae Choi, Seong Min Kim, June-Young Koh, Seon-Kyu Kim, Seon-Young Kim, Jun Young Heo, Junyoung O. Park, Seongyeol Park, Bon Seok Koo, …
Angiogenic potential of skeletal muscle derived extracellular vesicles differs between oxidative and glycolytic muscle tissue in mice
published2023 · Scientific Reports · 12 citations
with Christopher K. Kargl, Zhihao Jia, Deborah A. Shera, B. Patrick Sullivan, Lundon C. Burton, Yaohui Nie, Monica J. Hubal, Jonathan H. Shannahan, Shihuan Kuang, Timothy P. Gavin
Nonparametric Directional Dependence Estimation and Its Application to Cryptocurrency
published2023 · Axioms · 1 citations
with Hohsuk Noh, Hyuna Jang, Jong-Min Kim
published2022 · Journal of International Money and Finance · 5 citations
Cross-sectional tests of asset pricing models with full-rank mimicking portfolios
published2021 · The North American Journal of Economics and Finance
with Jinyong Kim, Jeong Hwan Lee
Simultaneous inference of the partially linear model with a multivariate unknown function
published2020 · Journal of Statistical Planning and Inference · 2 citations · first circulated 2016
with Shih-Kang Chao, Wolfgang Karl Härdle
Choices between OLS with robust inference and feasible GLS in time series regressions
published2018 · Economics Letters · 8 citations
Bayesian time series regression with nonparametric modeling of autocorrelation
published2018 · Computational Statistics · 4 citations
with Tanujit Dey, Chae Young Lim
What makes tourists feel negatively about tourism destinations? Application of hybrid text mining methodology to smart destination management
published2017 · Technological Forecasting and Social Change · 191 citations
with Oun-joung Park, Seunghyun Yun, Haejung Yun
Capital asset pricing model: A time-varying volatility approach
published2016 · Journal of Empirical Finance · 29 citations
with Taejin Kim
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
published2015 · Journal of Empirical Finance · 13 citations
Inference of the Trend in a Partially Linear Model with Locally Stationary Regressors
published2014 · Econometric Reviews · 11 citations
PARAMETRIC SPECIFICATION TEST FOR NONLINEAR AUTOREGRESSIVE MODELS
published2014 · Econometric Theory · 7 citations
Counter-cyclical risk aversion
published2014 · Journal of Empirical Finance · 25 citations
Inference of the environmental Kuznets curve
published2012 · Applied Economics Letters · 16 citations
Density forecasting through disaggregation
published2010 · International Journal of Forecasting · 4 citations
Non-stationary structural model with time-varying demand elasticities
published2010 · Journal of Statistical Planning and Inference · 10 citations
with Zhou Zhou, Wei Biao Wu

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.