Bonsoo Koo

825 total citations · 1 hit paper
24 papers, 466 citations indexed

About

Bonsoo Koo is a scholar working on Finance, Management Science and Operations Research and Economics and Econometrics. According to data from OpenAlex, Bonsoo Koo has authored 24 papers receiving a total of 466 indexed citations (citations by other indexed papers that have themselves been cited), including 11 papers in Finance, 9 papers in Management Science and Operations Research and 9 papers in Economics and Econometrics. Recurrent topics in Bonsoo Koo's work include Insurance, Mortality, Demography, Risk Management (8 papers), Financial Risk and Volatility Modeling (6 papers) and Insurance and Financial Risk Management (4 papers). Bonsoo Koo is often cited by papers focused on Insurance, Mortality, Demography, Risk Management (8 papers), Financial Risk and Volatility Modeling (6 papers) and Insurance and Financial Risk Management (4 papers). Bonsoo Koo collaborates with scholars based in Australia, United Kingdom and South Korea. Bonsoo Koo's co-authors include Rob J. Hyndman, Christoph Bergmeir, Souhaib Ben Taieb, Oliver Linton, Myung Hwan Seo, Athanasios A. Pantelous, Oliver B. Linton, Tim J. Boonen, Hong Wang and Yunxiao Wang and has published in prestigious journals such as European Journal of Operational Research, Journal of Econometrics and Journal of Banking & Finance.

In The Last Decade

Bonsoo Koo

21 papers receiving 446 citations

Hit Papers

A note on the validity of cross-validation for evaluating... 2017 2026 2020 2023 2017 100 200 300
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. A note on the validity of cross-validation for evaluating autoregressive time series prediction
    2017 344 citations Christoph Bergmeir, Rob J. Hyndman et al. Computational Statistics & Data Analysis profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Bonsoo Koo Australia 8 138 101 84 68 63 24 466
Laurent Callot Denmark 8 187 1.4× 115 1.1× 63 0.8× 92 1.4× 78 1.2× 18 450
Vı́ctor M. Guerrero Mexico 14 193 1.4× 149 1.5× 66 0.8× 52 0.8× 66 1.0× 69 654
Anastasios Panagiotelis Australia 13 224 1.6× 185 1.8× 108 1.3× 96 1.4× 141 2.2× 25 602
Mohd Tahir Ismail Malaysia 13 219 1.6× 223 2.2× 88 1.0× 98 1.4× 139 2.2× 158 705
Brian C. Monsell United States 7 181 1.3× 207 2.0× 37 0.4× 117 1.7× 56 0.9× 14 595
Eike Christian Brechmann Germany 7 80 0.6× 170 1.7× 53 0.6× 193 2.8× 25 0.4× 11 545
Simone D. Grose Australia 5 481 3.5× 137 1.4× 74 0.9× 35 0.5× 174 2.8× 8 740
Leonard J. Tashman United States 6 304 2.2× 140 1.4× 109 1.3× 44 0.6× 104 1.7× 8 598
Milan Stehlík Austria 17 204 1.5× 120 1.2× 160 1.9× 137 2.0× 26 0.4× 101 821
Heri Kuswanto Indonesia 15 50 0.4× 58 0.6× 124 1.5× 29 0.4× 37 0.6× 127 721

Countries citing papers authored by Bonsoo Koo

Since Specialization
Citations

This map shows the geographic impact of Bonsoo Koo's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Bonsoo Koo with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Bonsoo Koo more than expected).

Fields of papers citing papers by Bonsoo Koo

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Bonsoo Koo. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Bonsoo Koo. The network helps show where Bonsoo Koo may publish in the future.

Co-authorship network of co-authors of Bonsoo Koo

This figure shows the co-authorship network connecting the top 25 collaborators of Bonsoo Koo. A scholar is included among the top collaborators of Bonsoo Koo based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Bonsoo Koo. Bonsoo Koo is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Boonen, Tim J., et al.. (2024). Optimal premium pricing in a competitive stochastic insurance market with incomplete information: A Bayesian game-theoretic approach. Insurance Mathematics and Economics. 119. 32–47. 2 indexed citations
2.
Seo, Myung Hwan, et al.. (2024). Nonlinear dynamics of Kimchi premium. Economic Modelling. 135. 106726–106726. 4 indexed citations
3.
4.
Guo, Ying, et al.. (2022). Using the pension multiple to measure retirement outcomes. Finance research letters. 49. 103149–103149.
5.
Koo, Bonsoo, Seojeong Lee, & Myung Hwan Seo. (2022). What Impulse Response Do Instrumental Variables Identify?. SSRN Electronic Journal.
6.
Boonen, Tim J., et al.. (2021). Pricing in a competitive stochastic insurance market. Insurance Mathematics and Economics. 97. 44–56. 7 indexed citations
7.
Koo, Bonsoo, Athanasios A. Pantelous, & Yunxiao Wang. (2021). Novel utility-based life cycle models to optimise income in retirement. European Journal of Operational Research. 299(1). 346–361. 7 indexed citations
8.
Koo, Bonsoo, et al.. (2020). Counterparty choice in the UK credit default swap market: An empirical matching approach. Economic Modelling. 94. 58–74. 1 indexed citations
9.
Boonen, Tim J., et al.. (2020). Pricing in a Competitive Stochastic Insurance Market. SSRN Electronic Journal. 1 indexed citations
10.
Koo, Bonsoo, et al.. (2020). High-dimensional predictive regression in the presence of cointegration. Journal of Econometrics. 219(2). 456–477. 9 indexed citations
11.
Wen, Chen, et al.. (2020). Using a stochastic economic scenario generator to analyse uncertain superannuation and retirement outcomes. Annals of Actuarial Science. 15(3). 549–566. 4 indexed citations
12.
Frazier, David T. & Bonsoo Koo. (2020). Indirect inference for locally stationary models. Journal of Econometrics. 223(1). 1–27. 3 indexed citations
13.
Taieb, Souhaib Ben & Bonsoo Koo. (2019). Regularized Regression for Hierarchical Forecasting Without Unbiasedness Conditions. ORBi UMONS. 1337–1347. 32 indexed citations
14.
Bergmeir, Christoph, Rob J. Hyndman, & Bonsoo Koo. (2017). A note on the validity of cross-validation for evaluating autoregressive time series prediction. Computational Statistics & Data Analysis. 120. 70–83. 344 indexed citations breakdown →
15.
Koo, Bonsoo, et al.. (2016). High-Dimensional Predictive Regression in the Presence of Cointegration. SSRN Electronic Journal. 1 indexed citations
16.
Wang, Hong, et al.. (2015). Retirement planning in the light of changing demographics. Economic Modelling. 52. 749–763. 9 indexed citations
17.
Koo, Bonsoo, et al.. (2015). How Trade Matching Forms in the Credit Default Swap Market. SSRN Electronic Journal. 1 indexed citations
18.
Koo, Bonsoo & Oliver Linton. (2014). LET’S GET LADE: ROBUST ESTIMATION OF SEMIPARAMETRIC MULTIPLICATIVE VOLATILITY MODELS. Econometric Theory. 31(4). 671–702. 3 indexed citations
19.
Koo, Bonsoo & Myung Hwan Seo. (2013). Structural-Break Models under Mis-Specification: Implications for Forecasting. SSRN Electronic Journal. 3 indexed citations
20.
Koo, Bonsoo & Oliver B. Linton. (2012). Estimation of Semiparametric Locally Stationary Diffusion Models. SSRN Electronic Journal. 8 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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