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Bonsoo Koo

Monash University (from arXiv:2208.11828, 2022) · ORCID · OpenAlex

20 papers in scope · 19 published · 2 on the econ.EM arXiv · 796 citations · h-index 7 (over the papers listed here)

Related authors

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

  1. Xu Han
  2. Jiangtao Duan
  3. Gael M. Martin
  4. Florian Ziel
  5. David T. Frazier
  6. Rubén Loaiza-Maya
  7. Worapree Maneesoonthorn
  8. Rafał Weron
  9. Fotios Petropoulos
  10. Feng Li
  11. Alisa Yusupova
  12. Anastasios Panagiotelis
  13. Paul Ghelasi
  14. Souhaib Ben Taieb
  15. Andrés Ramírez Hassan
  16. Jushan Bai
  17. Xuewen Yu
  18. Bartosz Uniejewski
  19. Li Li
  20. Yanfei Kang

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

(4 of 20)

Disentangling Structural Breaks in Factor Models for Macroeconomic Data
published2025 · Journal of Business and Economic Statistics
with Benjamin C.Y. Wong, Zeyu Zhong, Benjamin Wong
Paper profile Journal of Business and Economic Statistics arXiv:2303.00178
Competitive insurance pricing in a duopoly
published2025 · European Journal of Operational Research · 1 citations · first circulated 2024
with Tim J. Boonen, Fotios Mourdoukoutas, Athanasios A. Pantelous
European Journal of Operational Research
Optimal premium pricing in a competitive stochastic insurance market with incomplete information: A Bayesian game-theoretic approach
published2024 · Insurance Mathematics and Economics · 6 citations · first circulated 2023
with Fotios Mourdoukoutas, Tim J. Boonen, Athanasios A. Pantelous
Insurance Mathematics and Economics
Loss-Based Variational Bayes Prediction
published2024 · Journal of Computational and Graphical Statistics · 8 citations
with David T. Frazier, Rubén Loaiza-Maya, Gael M. Martin
Paper profile Journal of Computational and Graphical Statistics arXiv:2104.14054
Nonlinear dynamics of Kimchi premium
published2024 · Economic Modelling · 6 citations
with Myung Hwan Seo, Yangzhuoran Fin Yang
Economic Modelling
What Impulse Response Do Instrumental Variables Identify?
working paper2022 · arXiv · 2 citations
with Seojeong Lee, Myung Hwan Seo, Masaya Takano
Paper profile arXiv arXiv:2208.11828
Using the pension multiple to measure retirement outcomes
published2022 · Finance research letters · 2 citations
with Aaron Minney, Zili Zhu, Ying Guo, Jiaming Li, Peter Toscas, Athanasios A. Pantelous
Finance research letters
Novel utility-based life cycle models to optimise income in retirement
published2021 · European Journal of Operational Research · 12 citations
with Athanasios A. Pantelous, Yunxiao Wang
European Journal of Operational Research
Pricing in a competitive stochastic insurance market
published2021 · Insurance Mathematics and Economics · 9 citations · first circulated 2020
with Fotios Mourdoukoutas, Tim J. Boonen, Athanasios A. Pantelous
Insurance Mathematics and Economics
Indirect inference for locally stationary models
published2020 · Journal of Econometrics · 4 citations · first circulated 2018
with David T. Frazier
Paper profile Journal of Econometrics arXiv:1906.01768
Counterparty choice in the UK credit default swap market: An empirical matching approach
published2020 · Economic Modelling · 2 citations
with Gerardo Ferrara, Jun Sung Kim, Zijun Liu
Economic Modelling
Personalised drawdown strategies and partial annuitisation to mitigate longevity risk
published2020 · Finance research letters · 5 citations
with Wen Chen, Aaron Minney, Peter Toscas, Zili Zhu, Athanasios A. Pantelous
Finance research letters
Estimation of a nonparametric model for bond prices from cross-section and time series information
published2020 · Journal of Econometrics · 3 citations · first circulated 2019
with Davide La Vecchia, Oliver Linton
Journal of Econometrics
High-dimensional predictive regression in the presence of cointegration
published2020 · Journal of Econometrics · 27 citations · first circulated 2016
with Heather M. Anderson, Myung Hwan Seo, Wenying Yao
Journal of Econometrics
A note on the validity of cross-validation for evaluating autoregressive time series prediction
published2017 · Computational Statistics & Data Analysis · 639 citations
with Christoph Bergmeir, Rob J. Hyndman
Computational Statistics & Data Analysis
Retirement planning in the light of changing demographics
published2015 · Economic Modelling · 17 citations
with Hong Wang, Colin O’Hare
Economic Modelling
Structural-break models under mis-specification: Implications for forecasting
published2015 · Journal of Econometrics · 3 citations · first circulated 2013
with Myung Hwan Seo
Journal of Econometrics
LET’S GET LADE: ROBUST ESTIMATION OF SEMIPARAMETRIC MULTIPLICATIVE VOLATILITY MODELS
published2014 · Econometric Theory · 7 citations · first circulated 2012
with Oliver Linton, Oliver B. Linton
Econometric Theory
Competition, premature trading and excess volatility
published2014 · Journal of Banking & Finance · 3 citations · first circulated 2012
with Pragyan Deb, Zijun Liu
Journal of Banking & Finance
Estimation of semiparametric locally stationary diffusion models
published2012 · Journal of Econometrics · 40 citations · first circulated 2010
with Oliver Linton, Oliver B. Linton
Journal of Econometrics

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.