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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Applied economics"
~isPartOf:"Economics letters"
~isPartOf:"Journal of forecasting"
~isPartOf:"Statistical papers"
~person:"Hwang, Eunju"
~person:"Kim, Jong-Min"
~person:"Song, Seuck-heun"
~subject:"Estimation"
~subject:"Schätztheorie"
~subject:"Share price"
~subject:"Statistical distribution"
~subject:"Statistical test"
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Volatility
Estimation
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Share price
Statistical distribution
Statistical test
Estimation theory
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6
ARCH model
4
ARCH-Modell
4
Theorie
4
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4
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3
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Article in journal
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Hwang, Eunju
Kim, Jong-Min
Song, Seuck-heun
Baltagi, Badi H.
13
Krämer, Walter
13
Hahn, Jinyong
10
Tran-van-Hoa
10
Ullah, Aman
10
Giles, David E. A.
9
Ohtani, Kazuhiro
9
Wooldridge, Jeffrey M.
9
Li, Qi
8
Parmeter, Christopher F.
8
Hassler, Uwe
7
Kumbhakar, Subal
7
Stengos, Thanasēs
7
Han, Chirok
6
Shin, Dong-wan
6
Srivastava, Virendra K.
6
Westerlund, Joakim
6
Zhang, Xinyu
6
Lee, Lung-fei
5
Leybourne, Stephen James
5
Liu, Long
5
Pesaran, M. Hashem
5
Phillips, Garry D. A.
5
Silva, João Santos
5
Su, Liangjun
5
Tsionas, Efthymios G.
5
Tu, Yundong
5
Abeysinghe, Tilak
4
Anatolyev, Stanislav
4
Godfrey, L. G.
4
Haldrup, Niels
4
Hall, Alastair R.
4
Henderson, Daniel J.
4
Kapetanios, George
4
King, Maxwell L.
4
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4
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Applied economics
Economics letters
Journal of forecasting
Statistical papers
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3
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1
The econometrics journal
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ECONIS (ZBW)
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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:
2
A multivariate HAR-RV model with heteroscedastic errors and its WLS estimation
Hwang, Eunju
;
Hong, Wontack
- In:
Economics letters
203
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607334
Saved in:
3
Directional time-varying partial correlation with the Gaussian copula-DCC-GARCH model
Kim, Jong-Min
;
Jung, Hojin
- In:
Applied economics
50
(
2018
)
41
,
pp. 4418-4426
Persistent link: https://www.econbiz.de/10012061173
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:
6
A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan
;
Hwang, Eunju
- In:
Economics letters
129
(
2015
),
pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
Saved in:
7
A bootstrap test for jumps in financial economics
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
125
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010504752
Saved in:
8
A CUSUM test for a long memory heterogeneous autoregressive model
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
121
(
2013
)
3
,
pp. 379-383
Persistent link: https://www.econbiz.de/10010392170
Saved in:
9
A note on S2 in a spatially correlated error components regression model for panel data
Song, Seuck-heun
;
Lee, Jaejun
- In:
Economics letters
101
(
2008
)
1
,
pp. 41-43
Persistent link: https://www.econbiz.de/10003787455
Saved in:
10
A modified estimator of population mean using power transformation
Singh, Housila P.
;
Tailor, Rajesh
;
Singh, Sarjinder
; …
- In:
Statistical papers
49
(
2008
)
1
,
pp. 37-58
Persistent link: https://www.econbiz.de/10003579718
Saved in:
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