Follow
Bonsoo Koo
Bonsoo Koo
Verified email at monash.edu
Title
Cited by
Cited by
Year
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
5342018
Regularized regression for hierarchical forecasting without unbiasedness conditions
S Ben Taieb, B Koo
Proceedings of the 25th ACM SIGKDD International Conference on Knowledge …, 2019
352019
Estimation of semiparametric locally stationary diffusion models
B Koo, O Linton
Journal of Econometrics 170 (1), 210-233, 2012
322012
Semiparametric estimation of locally stationary diffusion models
B Koo, OB Linton
LSE STICERD Research Paper No. EM551, 2010
272010
Retirement planning in the light of changing demographics
H Wang, B Koo, C O'Hare
Economic Modelling 52, 749-763, 2016
232016
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
162020
Loss-based variational Bayes prediction
DT Frazier, R Loaiza-Maya, GM Martin, B Koo
arXiv preprint arXiv:2104.14054, 2021
152021
Structural-break models under mis-specification: Implications for forecasting
B Koo, MH Seo
Journal of econometrics 188 (1), 166-181, 2015
152015
附子를 포함한 한약처방이 간효소치에 미치는 영향-임상 6 예를 중심으로
구본수, 김태경, 한진안, 문상관, 김영석
Journal of Korean Medicine 23 (1), 2002
122002
A note on the validity of cross-validation for evaluating time series prediction. Monash University, Department of Econometrics and Business Statistics
C Bergmeir, RJ Hyndman, B Koo
Working Paper, 2015
92015
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
82021
Pricing in a competitive stochastic insurance market
F Mourdoukoutas, TJ Boonen, B Koo, AA Pantelous
Insurance: Mathematics and Economics 97, 44-56, 2021
72021
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
72002
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
62022
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
62021
High-dimensional predictive regression in the presence of cointegration
B Koo, HM Anderson, MH Seo, W Yao
Available at SSRN 2851677, 2016
62016
Let’s get lade: Robust estimation of semiparametric multiplicative volatility models
B Koo, O Linton
Econometric Theory 31 (4), 671-702, 2015
62015
Effects of Sahyangsohap-won on Cerebral Hemodynamics in Healthy Subjects
SH Ryu, B Koo, SH Kim, SK Moon, KH Cho, YS Kim, HS Bae, KS Lee
The Journal of Internal Korean Medicine 22 (2), 199-205, 2001
62001
Competition, premature trading and excess volatility
P Deb, B Koo, Z Liu
Journal of Banking & Finance 41, 178-193, 2014
52014
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
42021
The system can't perform the operation now. Try again later.
Articles 1–20