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Sim Kee Boon Institute for Financial Economics

ROR: 005xtdp25
OpenAlex ID: I4405276754
Specification Sensitivity in Right‐Tailed Unit Root Testing for Explosive Behaviour
2013 · Peter C. B. Phillips, Shuping Shi, et al. · Oxford Bulletin of Economics and Statistics · 158
Indirect inference for dynamic panel models
2009 · Christian Gouriéroux, Peter C.B. Phillips, et al. · Journal of Econometrics · 122
Introduction to Bitcoin
2015 · Lam Pak Nian, David LEE Kuo Chuen · Elsevier eBooks · 99
Network quantile autoregression
2019 · Xuening Zhu, Weining Wang, et al. · Journal of Econometrics · 98
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VCRIX — A volatility index for crypto-currencies
2021 · Alisa Kim, Simon Trimborn, et al. · International Review of Financial Analysis · 82
Bias in the estimation of the mean reversion parameter in continuous time models
2012 · Jun Yu · Journal of Econometrics · 78
Bitcoin Mining Technology
2015 · Nirupama Devi Bhaskar, David LEE Kuo Chuen · Elsevier eBooks · 77
Antisocial online behavior detection using deep learning
2020 · Elizaveta Zinovyeva, Wolfgang Karl Härdle, et al. · Decision Support Systems · 71
Distillation of News Flow Into Analysis of Stock Reactions
2015 · Junni L. Zhang, Wolfgang K. Härdle, et al. · Journal of Business and Economic Statistics · 69
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Risk premium spillovers among stock markets: Evidence from higher-order moments
2020 · Marinela Adriana Finta, Sofiane Aboura · Journal of Financial Markets · 60
A semiparametric stochastic volatility model
2011 · Jun Yu · Journal of Econometrics · 60
Structural Changes, Housing Price Dynamics and Housing Affordability in Korea
2010 · Kyung-Hwan Kim, Man Cho · Housing Studies · 53
Decarbonising digital infrastructure and urban sustainability in the case of data centres
2025 · Felicia H. M. Liu, Karen P. Y. Lai, et al. · npj Urban Sustainability · 51
Downside risk and stock returns in the G7 countries: An empirical analysis of their long-run and short-run dynamics
2018 · Cathy Yi-Hsuan Chen, Thomas C. Chiang, et al. · Journal of Banking & Finance · 44
Bayesian hypothesis testing in latent variable models
2011 · Yong Li, Jun Yu · Journal of Econometrics · 44
Evaluating the Potential of Alternative Cryptocurrencies
2015 · Bobby Ong, Teik Ming Lee, et al. · Elsevier eBooks · 43
Principal component analysis in an asymmetric norm
2018 · Ngoc M. Tran, Petra Burdejová, et al. · Journal of Multivariate Analysis · 42
Green transition and financial stability: The role of green monetary and macroprudential policies and vouchers
2024 · Ying Tung Chan, Maria Teresa Punzi, et al. · Energy Economics · 41
Bias in estimating multivariate and univariate diffusions
2010 · Xiaohu Wang, Peter C.B. Phillips, et al. · Journal of Econometrics · 40
A new approach to Bayesian hypothesis testing
2013 · Yong Li, Tao Zeng, et al. · Journal of Econometrics · 38
Impact of component supplier branding on profitability
2014 · Stefan Worm, Rajendra K. Srivastava · International Journal of Research in Marketing · 36
Bayesian analysis of structural credit risk models with microstructure noises
2010 · Shirley J. Huang, Jun Yu · Journal of Economic Dynamics and Control · 35
Quantum Machine Learning for Credit Scoring
2024 · Nikolaos Schetakis, Davit Aghamalyan, et al. · Mathematics · 34
Are cryptos becoming alternative assets?
2021 · Daniel Traian Pele, Niels Wesselhöfft, et al. · European Journal of Finance · 32
Statistical inference for generalized additive models: simultaneous confidence corridors and variable selection
2016 · Shuzhuan Zheng, Rong Liu, et al. · Test · 31
Works count: 129
Citation count: 2,950
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