20122020
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Research Output 2012 2018

2018

A note on the validity of cross-validation for evaluating autoregressive time series prediction

Bergmeir, C., Hyndman, R. J. & Koo, B., 1 Apr 2018, In : Computational Statistics and Data Analysis. 120, p. 70-83 14 p.

Research output: Contribution to journalArticleResearchpeer-review

2016

Retirement planning in the light of changing demographics

Wang, H., Koo, B. & O'Hare, C., 2016, In : Economic Modelling. 52, p. 749 - 763 15 p.

Research output: Contribution to journalArticleResearchpeer-review

2015

Let's get lade: Robust estimation of semiparametric multiplicative volatility models

Koo, B. & Linton, O., 2015, In : Econometric Theory. 31, 4, p. 671-702 32 p.

Research output: Contribution to journalArticleResearchpeer-review

Structural-break models under mis-specification: Implications for forecasting

Koo, B. & Seo, M. H., 2015, In : Journal of Econometrics. 188, 1, p. 166 - 181 16 p.

Research output: Contribution to journalArticleResearchpeer-review

2014

Competition, premature trading and excess volatility

Deb, P., Koo, B. & Liu, Z., 2014, In : Journal of Banking and Finance. 41, p. 178 - 193 16 p.

Research output: Contribution to journalArticleResearchpeer-review

2012

Estimation of semiparametric locally stationary diffusion models

Koo, B. & Linton, O., 2012, In : Journal of Econometrics. 170, 1, p. 210 - 233 24 p.

Research output: Contribution to journalArticleResearchpeer-review