//--> //--> //-->
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
~person:"Kim, Myungsup"
~person:"Kim, Sahm"
~person:"Lin, Zuodong"
~subject:"ARCH-Modell"
~subject:"Stochastic process"
~subject:"Stochastic volatility"
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: person:"Kim, Y."
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Stochastic process
Stochastic volatility
Estimation
3
Schätzung
3
Theorie
3
Theory
3
GARCH
2
Markov chain
2
Markov-Kette
2
Option pricing theory
2
Optionspreistheorie
2
Stochastischer Prozess
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
ANN
1
ARCH model
1
ARIMA
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Capital income
1
Continuous Markov chain
1
Copula
1
Correlation
1
Demand
1
Demand-side management
1
Derivat
1
Derivative
1
Electricity
1
Elektrizität
1
Esscher transform
1
Forecasting model
1
Hedging
1
Index futures
1
Index-Futures
1
Institutional building
1
Kapitaleinkommen
1
Korrelation
1
Lastmanagement
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Kim, Myungsup
Kim, Sahm
Lin, Zuodong
Kim, Young Shin
27
Fabozzi, Frank J.
15
Račev, Svetlozar T.
15
Bianchi, Michele Leonardo
9
Kim, Yong-jin
3
Kim, Yangseon
2
Kunitomo, Naoto
2
Kurosaki, Tetsuo
2
Mitov, Ivan
2
Mittnik, Stefan
2
Park, Jiho
2
Schmidt, Peter
2
Stoyanov, Stoyan V.
2
Anand, Abhinav
1
Beck, Alexander
1
Bekri, Mahmoud
1
Chow, Hwee-kwan
1
Chung, Dong Myung
1
Djurić, Petar M.
1
Douady, Raphaël
1
Fallahgoul, Hasan A.
1
Feindt, Michael
1
Glimm, James
1
Hwang, Sun Young
1
Kim, Jong-Min
1
Kim, Sung Ik
1
Kim, Yoonbai
1
Kim, Young Min
1
Kim, Yunsun
1
Klingler, Sven
1
Lee, Jaesung
1
Lee, Seojin
1
Li, Tiantian
1
Liu, Yuhao
1
Peng, Cheng
1
Roh, Kum-Hwan
1
Wu, Hengyu
1
more ...
less ...
Published in...
All
Applied economics
1
Journal of productivity analysis
1
Review of derivatives research
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
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
Option pricing and hedging under a stochastic volatility Lévy process model
Kim, Young Shin
;
Fabozzi, Frank J.
;
Lin, Zuodong
; …
- In:
Review of derivatives research
15
(
2012
)
1
,
pp. 81-97
Persistent link: https://www.econbiz.de/10009627431
Saved in:
3
On the accuracy of bootstrap confidence intervals for efficiency levels in stochastic frontier models with panel data
Kim, Myungsup
;
Kim, Yangseon
;
Schmidt, Peter
- In:
Journal of productivity analysis
28
(
2007
)
3
,
pp. 165-181
Persistent link: https://www.econbiz.de/10003617115
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->