//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"MPRA Paper"
~isPartOf:"Applied economics"
~isPartOf:"International journal of forecasting"
~isPartOf:"The review of financial studies"
~person:"Hwang, Sun Young"
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Volatility"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
ARCH model
2
ARCH-Modell
2
Capital income
2
Kapitaleinkommen
2
Multivariate Verteilung
2
Multivariate distribution
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Börsenkurs
1
Copula
1
Correlation
1
Directional dependence
1
Estimation
1
Estimation theory
1
Financial market
1
Finanzmarkt
1
GARCH
1
Korrelation
1
Regression analysis
1
Regressionsanalyse
1
Schätztheorie
1
Schätzung
1
Share price
1
Theorie
1
Theory
1
beta regression model
1
copula
1
dynamic conditional correlation
1
functional ARCH model
1
time-Varying correlation
1
volatility
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Hwang, Sun Young
Kim, Jong-Min
3
Lucas, André
3
Allen, David E.
2
Arroyo, Javier
2
Bauwens, Luc
2
Catania, Leopoldo
2
Chan, Joshua
2
Clements, Adam
2
Cross, Jamie
2
González-Rivera, Gloria
2
Lyócsa, Štefan
2
Ma, Feng
2
McAleer, Michael
2
Opschoor, Anne
2
Perron, Pierre
2
Poon, Aubrey
2
Singh, Abhay Kumar
2
Sucarrat, Genaro
2
Xu, Jiawen
2
Abuzayed, Bana
1
Ahmed, Shamim
1
Ahoniemi, Katja
1
Al-Fayoumi, Nedal
1
Almeida, Daniel de
1
Aloui, Chaker
1
Andrada Félix, Julián
1
Arvanitis, Stelios
1
Ayala, Astrid
1
Back, Kerry E.
1
Bampinas, Georgios
1
Bams, Dennis
1
Baumeister, Christiane
1
Becker, Ralf
1
Bekierman, Jeremias
1
Blanchard, Gildas
1
Blazsek, Szabolcs
1
Brandt, Michael W.
1
Brav, Alon
1
Breitung, Jörg
1
more ...
less ...
Published in...
All
MPRA Paper
Applied economics
International journal of forecasting
The review of financial studies
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->