Bonsoo Koo
Bonsoo Koo
Verified email at
Cited by
Cited by
A note on the validity of cross-validation for evaluating autoregressive time series prediction
C Bergmeir, RJ Hyndman, B Koo
Computational Statistics & Data Analysis 120, 70-83, 2018
Estimation of semiparametric locally stationary diffusion models
B Koo, O Linton
Journal of Econometrics 170 (1), 210-233, 2012
Semiparametric estimation of locally stationary diffusion models
B Koo, OB Linton
LSE STICERD Research Paper No. EM551, 2010
Regularized regression for hierarchical forecasting without unbiasedness conditions
S Ben Taieb, B Koo
Proceedings of the 25th ACM SIGKDD International Conference on Knowledge …, 2019
Retirement planning in the light of changing demographics
H Wang, B Koo, C O'Hare
Economic Modelling 52, 749-763, 2016
Structural-break models under mis-specification: Implications for forecasting
B Koo, MH Seo
Journal of econometrics 188 (1), 166-181, 2015
High-dimensional predictive regression in the presence of cointegration
B Koo, HM Anderson, MH Seo, W Yao
Journal of Econometrics 219 (2), 456-477, 2020
Loss-based variational Bayes prediction
DT Frazier, R Loaiza-Maya, GM Martin, B Koo
arXiv preprint arXiv:2104.14054, 2021
Using a stochastic economic scenario generator to analyse uncertain superannuation and retirement outcomes
W Chen, B Koo, Y Wang, C O’Hare, N Langrené, P Toscas, Z Zhu
Annals of Actuarial Science 15 (3), 549-566, 2021
A note on the validity of cross-validation for evaluating time series prediction. Department of Econometrics and Business Statistics
C Bergmeir, R Hyndman, B Koo
Working Paper, ISSN 1440-771X, 2015
A clinical study about effect of long term herb medication on liver function
YK Yoon, SS Han, JY Yoo, LS Chou, BS Koo
J. of. Oriental Chr. Dis 8 (1), 30-34, 2002
Novel utility-based life cycle models to optimise income in retirement
B Koo, AA Pantelous, Y Wang
European Journal of Operational Research 299 (1), 346-361, 2022
Pricing in a competitive stochastic insurance market
F Mourdoukoutas, TJ Boonen, B Koo, AA Pantelous
Insurance: Mathematics and Economics 97, 44-56, 2021
High-dimensional predictive regression in the presence of cointegration
B Koo, HM Anderson, MH Seo, W Yao
Available at SSRN 2851677, 2016
Effects of Sahyangsohap-won on cerebral hemodynamics in healthy subjects
BS Koo, SH Kim, SK Moon, KH Cho, YS Kim, HS Bae, KS Lee, SH Ryu
The Journal of Internal Korean Medicine 22 (2), 199-205, 2001
Estimation of a nonparametric model for bond prices from cross-section and time series information
B Koo, D La Vecchia, O Linton
Journal of Econometrics 220 (2), 562-588, 2021
Let’s get lade: Robust estimation of semiparametric multiplicative volatility models
B Koo, O Linton
Econometric Theory 31 (4), 671-702, 2015
Personalised drawdown strategies and partial annuitisation to mitigate longevity risk
W Chen, A Minney, P Toscas, B Koo, Z Zhu, AA Pantelous
Finance Research Letters 39, 101644, 2021
How trade matching forms in the credit default swap market
JS Kim, G Ferrara, B Koo, Z Liu
Available at SSRN 2665511, 2019
Competition, premature trading and excess volatility
P Deb, B Koo, Z Liu
Journal of Banking & Finance 41, 178-193, 2014
The system can't perform the operation now. Try again later.
Articles 1–20