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accessRights:"restricted"
~person:"Kim, Jong-Min"
~subject:"ARCH-Modell"
~subject:"Deutschland"
~type_genre:"Article in journal"
~type_genre:"Collection of articles written by one author"
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ARCH-Modell
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Estimation
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5
Copula
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Kim, Jong-Min
Wagner, Joachim
19
Ma, Feng
16
Gupta, Rangan
15
Bahmani-Oskooee, Mohsen
11
Bouri, Elie
11
Kumar, Dilip
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Wu, Xinyu
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Xuan Vinh Vo
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6
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6
Francq, Christian
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Kang, Sang Hoon
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Lee, Chien-chiang
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Lu, Xinjie
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Pierdzioch, Christian
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Serletis, Apostolos
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Shi, Yanlin
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Balcilar, Mehmet
5
Caliendo, Marco
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Floros, Christos
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Frondel, Manuel
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Economics letters
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
2
Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
Saved in:
3
Can asymmetric conditional volatility imply asymmetric tail dependence?
Kim, Jong-Min
;
Jung, Hojin
- In:
Economic modelling
64
(
2017
),
pp. 409-418
Persistent link: https://www.econbiz.de/10011761287
Saved in:
4
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
5
Linear time-varying regression with Copula-DCC-GARCH models for volatility
Kim, Jong-Min
;
Jung, Hojin
- In:
Economics letters
145
(
2016
),
pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
Saved in:
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