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~isPartOf:"Applied economics letters"
~subject:"ARCH model"
~subject:"Multivariate distribution"
~subject:"Schätzung"
~type_genre:"Article in journal"
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ARCH model
Multivariate distribution
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47
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20
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Kim, Jong-Min
2
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1
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1
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Applied economics letters
Economic modelling
69
Applied economics
66
Finance research letters
55
Energy economics
47
Journal of econometrics
45
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Journal of banking & finance
41
International review of financial analysis
38
Research in international business and finance
38
Journal of empirical finance
37
Economics letters
36
International review of economics & finance : IREF
34
The North American journal of economics and finance : a journal of financial economics studies
34
Journal of international financial markets, institutions & money
31
Insurance / Mathematics & economics
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
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22
Journal of risk and financial management : JRFM
22
Risks : open access journal
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
International journal of forecasting
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
17
Journal of financial econometrics
17
The European journal of finance
15
Econometric reviews
14
The journal of futures markets
14
The empirical economics letters : a monthly international journal of economics
13
Computational economics
12
Emerging markets, finance and trade : EMFT
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of finance & economics : IJFE
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Journal of applied econometrics
12
Journal of risk
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Regional science & urban economics
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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ECONIS (ZBW)
38
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1
Finding hidden structure of sparse longitudinal data via functional eigenfunctions
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics letters
31
(
2024
)
12
,
pp. 1142-1149
Persistent link: https://www.econbiz.de/10014558735
Saved in:
2
Does variance risk premium predict expected returns?
Kuang, Xian-Ji
;
Hsu, Yueh-Hua
;
Chang, Alan
;
Lin, Shih-kuei
- In:
Applied economics letters
31
(
2024
)
13
,
pp. 1227-1233
Persistent link: https://www.econbiz.de/10014558807
Saved in:
3
Dependence
structure and risk spillover among nonferrous metal futures : a vine copula approach
Ouyang, Ruolan
;
Ma, Jinming
;
Xiao, Xiaoxia
- In:
Applied economics letters
30
(
2023
)
9
,
pp. 1253-1260
Persistent link: https://www.econbiz.de/10014303863
Saved in:
4
Integration of financial markets during COVID-19 : a dynamic correlation analysis on Euronext
Espinosa Méndez, Christian
- In:
Applied economics letters
30
(
2023
)
3
,
pp. 264-268
Persistent link: https://www.econbiz.de/10013553137
Saved in:
5
The impacts of COVID-19 on the
dependence
structure of the stock market
Kim, Jong-Min
;
Jung, Hojin
- In:
Applied economics letters
30
(
2023
)
4
,
pp. 510-515
Persistent link: https://www.econbiz.de/10013553675
Saved in:
6
Can demographic structures help predict equity premiums? : evidence from a panel with cross-section
dependence
Kim, Seonghoon
;
Moon, Seongman
- In:
Applied economics letters
29
(
2022
)
7
,
pp. 635-639
Persistent link: https://www.econbiz.de/10013171008
Saved in:
7
Dynamic correlations and volatility spillovers between stock price and exchange rate in BRIICS economies : evidence from the COVID-19 outbreak period
Rai, Karan
;
Garg, Bhavesh
- In:
Applied economics letters
29
(
2022
)
8
,
pp. 738-745
Persistent link: https://www.econbiz.de/10013171046
Saved in:
8
Exploring the meso-determinants of apartment prices in Polish counties using spatial autoregressive multiscale geographically weighted regression
Tomal, Mateusz
- In:
Applied economics letters
29
(
2022
)
9
,
pp. 822-830
Persistent link: https://www.econbiz.de/10013411790
Saved in:
9
Exchange options and spread options with stochastically correlated underlyings
Wang, Xingchun
- In:
Applied economics letters
29
(
2022
)
12
,
pp. 1060-1068
Persistent link: https://www.econbiz.de/10013412038
Saved in:
10
Dynamic correlations in bond markets between US and emerging countries
Yeh, Chun-Chieh
;
Chiu, Chien-Liang
;
Chang, Tsangyao
- In:
Applied economics letters
28
(
2021
)
16
,
pp. 1371-1376
Persistent link: https://www.econbiz.de/10012609680
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