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~isPartOf:"Economic modelling"
~person:"Cubadda, Gianluca"
~person:"Kim, Jong-Min"
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Time series analysis
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Cubadda, Gianluca
Kim, Jong-Min
Paradiso, Antonio
4
Tiwari, Aviral Kumar
4
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3
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3
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ECONIS (ZBW)
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Vine copula Granger causality in mean
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Economic modelling
109
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013348254
Saved in:
2
A copula nonlinear Granger causality
Kim, Jong-Min
;
Lee, Namgil
;
Hwang, Sun Young
- In:
Economic modelling
88
(
2020
),
pp. 420-430
Persistent link: https://www.econbiz.de/10012417258
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
A general to specific approach for constructing composite business cycle indicators
Cubadda, Gianluca
;
Guardabascio, Barbara
;
Hecq, Alain W. J.
- In:
Economic modelling
33
(
2013
),
pp. 367-374
Persistent link: https://www.econbiz.de/10010192932
Saved in:
5
A medium-N approach to macroeconomic forecasting
Cubadda, Gianluca
;
Guardabascio, Barbara
- In:
Economic modelling
29
(
2012
)
4
,
pp. 1099-1105
Persistent link: https://www.econbiz.de/10009667434
Saved in:
6
An alternative solution to the Autoregressivity Paradox in
time
series
analysis
Cubadda, Gianluca
;
Triacca, Umberto
- In:
Economic modelling
28
(
2011
)
3
,
pp. 1451-1454
Persistent link: https://www.econbiz.de/10009272065
Saved in:
7
Studying Co-Movements in Large Multivariate Data Prior to Multivariate Modelling
Cubadda, Gianluca
;
Hecq, Alain
;
Palm, Franz C.
-
Centro di Studi Internazionali Sull'Economia e la …
-
2008
presence of co-movements in a set of multiple
time
series
. Our results justify both the use of a panel setup with homogeneous …
Persistent link: https://www.econbiz.de/10005443621
Saved in:
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