Citation profile for Chang Sik Kim

Chang Sik Kim : Citation Profile

Sungkyunkwan University

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

RESEARCH ACTIVITY:

   8 years (2004 - 2012). See details.
   Cites by year: 6
   Journals where Chang Sik Kim has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 1 (2.04 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pki366
   Updated: 2023-08-19    RAS profile: 2013-04-14
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Chang Sik Kim.

Is cited by:

Phillips, Peter (7)

Leschinski, Christian (4)

ALOY, Marcel (3)

Miller, Stephen (3)

Canarella, Giorgio (3)

Gil-Alana, Luis (3)

RAÏSSI, HAMDI (3)

DE TRUCHIS, Gilles (3)

Kruse, Robinson (2)

Kühl, Michael (2)

Nielsen, Frank (2)

Cites to:

Phillips, Peter (12)

Park, Joon (8)

Rossi, Peter (3)

Velasco, Carlos (3)

Wang, Qiying (2)

Sudo, Nao (2)

Hurvich, Clifford (2)

Whang, Yoon-Jae (2)

Bae, Youngsoo (2)

Nakajima, Tomoyuki (2)

Haldrup, Niels (2)

Main data

Where Chang Sik Kim has published?

Working Papers Series with more than one paper published	# docs
Cowles Foundation Discussion Papers / Cowles Foundation for Research in Economics, Yale University	2

Recent works citing Chang Sik Kim (2022 and 2021)

Year	Title of citing document
2023	New robust inference for predictive regressions. (2020). Skrobotov, Anton ; Kim, Jihyun ; Ibragimov, Rustam. In: Papers. RePEc:arx:papers:2006.01191. Full description at Econpapers \|\| Download paper
2021	Detecting stock market turning points using wavelet leaders method. (2021). Chen, Juanjuan ; Liu, Juan ; Tan, Zhengxun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:565:y:2021:i:c:s037843712030858x. Full description at Econpapers \|\| Download paper

Works by Chang Sik Kim:

Year	Title	Type	Cited
2009	Test for Spatial Dominances in the Distribution of Stock Returns: Evidence from the Korean Stock Market Before and After the East Asian Financial Crisis In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis]	article	3
2007	LONG-RUN COVARIANCE MATRICES FOR FRACTIONALLY INTEGRATED PROCESSES In: Econometric Theory. [Full Text][Citation analysis]	article	10
2007	Long Run Covariance Matrices for Fractionally Integrated Processes.(2007) In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10	paper
2006	Log Periodogram Regression: The Nonstationary Case In: Cowles Foundation Discussion Papers. [Full Text][Citation analysis]	paper	29
2004	Bias Reduced Band Spectrum Least Squares in Fractional In: Econometric Society 2004 Far Eastern Meetings. [Citation analysis]	paper	0
2011	Spurious regressions driven by excessive volatility In: Economics Letters. [Full Text][Citation analysis]	article	0
2012	Partial parametric estimation for nonstationary nonlinear regressions In: Journal of Econometrics. [Full Text][Citation analysis]	article	1
2010	Cointegrating Regressions with Time Heterogeneity In: Econometric Reviews. [Full Text][Citation analysis]	article	5