Zobrazeno 1 - 10
of 24
pro vyhledávání: '"Seok Young Hong"'
Autor:
Si-Yeon Kim, Seok-Young Hong, Hyun-Su Choi, Jong-Hun Kim, Se-Ho Jeong, Su-Yong Lee, Sung-Hun Kim, Dong-Un Lee
Publikováno v:
Foods, Vol 12, Iss 3, p 508 (2023)
This study aimed to investigate and optimize the quality and sensory properties of baked products with lutein-enriched marigold flower powder (MP). Lutein-enriched marigold flowers produced via hydroponic methods using LED lights were used as a funct
Externí odkaz:
https://doaj.org/article/386b0c260e4149608e11da37d15598dc
Publikováno v:
Foods, Vol 12, Iss 3, p 589 (2023)
The pulsed electric field (PEF) is a non-thermal food processing technology that induces electroporation of the cell membrane thus improving mass transfer through the cell membrane. In this study, the drying and rehydration kinetics, microstructure,
Externí odkaz:
https://doaj.org/article/9e2d3e71cf69479fa8f339ec393db8ec
Publikováno v:
Italian Journal of Food Science. 34:13-24
The effect of pulsed electric field (PEF) treatment on the cell membrane permeabilization of potato tissue and the quality of French fries was investigated. Pulses with an electric field strength of 0.5, 1.5, and 2.5 kV/cm and a width of 20 μs were
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::dda9bee7366e34330c8f9a0fe5b66f1a
https://doi.org/10.15586/ijfs.v34i3.2180
https://doi.org/10.15586/ijfs.v34i3.2180
Publikováno v:
Journal of Financial Econometrics. 21:106-144
We investigate price duration variance estimators that have long been neglected in the literature. In particular, we consider simple-to-construct non-parametric duration estimators, and parametric price duration estimators using autoregressive condit
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a0e8530cef76a8cbf0387cfb4a64e449
https://doi.org/10.1093/jjfinec/nbab006
https://doi.org/10.1093/jjfinec/nbab006
Publikováno v:
SSRN Electronic Journal.
We devise a new high-frequency covariance matrix estimator based on price durations which is guaranteed to be positive-definite. Both non-parametric and parametric versions are proposed. A comprehensive Monte Carlo simulation shows that this class of
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fbef9575c3d2acaa6f38fca7daeeebce
https://doi.org/10.2139/ssrn.3802618
https://doi.org/10.2139/ssrn.3802618
Publikováno v:
SSRN Electronic Journal.
We study the problem of jump detection for ultra-high-frequency tick-by-tick data. We propose a novel easy-to-implement procedure that can separate the contribution of microstructure noise and that of finite activity price jumps from the price proces
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d9273d6bed1de984d80f365abac33632
https://doi.org/10.2139/ssrn.3789398
https://doi.org/10.2139/ssrn.3789398
Autor:
Seok Young Hong, Oliver Linton
This paper studies nonparametric estimation of the infinite order regression E ( Y t k | F t − 1 ) , k ∈ Z with stationary and weakly dependent data. We propose a Nadaraya–Watson type estimator that operates with an infinite number of condition
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::10bfdbd5f7c0b84bcb849523a82c527e
Publikováno v:
Journal of Econometrics. 191:325-347
This paper studies the estimation problem of the covariance matrices of asset returns in the presence of microstructure noise and asynchronicity between the observations across different assets. Motivated by Malliavin and Mancino (2002, 2009) we prop
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ded1266d13feed3122455fcb0c6fbfb5
https://doi.org/10.1016/j.jeconom.2015.12.005
https://doi.org/10.1016/j.jeconom.2015.12.005
Autor:
Seok Young Hong, Oliver Linton
We consider a class of nonparametric time series regression models in which the regressor takes values in a sequence space and the data are stationary and weakly dependent. We pro- pose an in…nite dimensional Nadaraya-Watson type estimator with a b
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3c67bbd441a48ad39248c12efcf211a9
https://doi.org/10.1920/wp.cem.2016.5316
https://doi.org/10.1920/wp.cem.2016.5316
Asymptotic properties of a Nadaraya-Watson type estimator for regression functions of infinite order
Autor:
Seok Young Hong, Oliver Linton
We consider a class of nonparametric time series regression models in which the regressor takes values in a sequence space. Technical challenges that hampered theoretical advances in these models include the lack of associated Lebesgue density and di
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c0e6ac3bf26e57a554409423cad08b28
http://arxiv.org/abs/1604.06380
http://arxiv.org/abs/1604.06380