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~person:"Kim, Jong-Min"
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Time series analysis
8
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Kim, Jong-Min
Mills, Terence C.
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1
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
2
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:
3
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:
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
A Very British Affair : Six Britons and the Development of
Time
Series
Analysis
During the 20th Century
Mills, Terence C.
-
2013
This book develops the major themes of
time
series
analysis
from its formal beginnings in the early part of the 20th …
Persistent link: https://www.econbiz.de/10012106366
Saved in:
6
The Foundations of Modern
Time
Series
Analysis
Mills, Terence C.
-
2011
of
Time
Series
analysis
that are in use today …
Persistent link: https://www.econbiz.de/10012053916
Saved in:
7
Trends and cycles in Euro area real GDP
Drake, Leigh M.
;
Mills, Terence C.
- In:
Applied economics
42
(
2010
)
10/12
,
pp. 1397-1401
Persistent link: https://www.econbiz.de/10008658445
Saved in:
8
Evidence for common features in G7 macroeconomic time series
Harvey, David I.
;
Mills, Terence C.
- In:
Applied economics
37
(
2005
)
2
,
pp. 165-175
Persistent link: https://www.econbiz.de/10002537362
Saved in:
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