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Price asymmetry revisited from a marketing perspective
Lim, Yoonsung; Kim, Jeong-yoo; Berg, Nathan - In: Economic modelling 49 (2015), pp. 314-319
Persistent link: https://www.econbiz.de/10011439578
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Peak-load pricing in duopoly
Kim, Jeong-yoo; Lee, Myeong-ho; Berg, Nathan - In: Economic modelling 57 (2016), pp. 47-54
Persistent link: https://www.econbiz.de/10011646800
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Modeling and forecasting (un)reliable realized covariances for more reliable financial decisions
Bollerslev, Tim; Patton, Andrew J.; Quaedvlieg, Rogier - In: Journal of econometrics 207 (2018) 1, pp. 71-91
Persistent link: https://www.econbiz.de/10012116125
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Asymptotic inference about predictive accuracy using high frequency data
Li, Jia; Patton, Andrew J. - In: Journal of econometrics 203 (2018) 2, pp. 223-240
Persistent link: https://www.econbiz.de/10011974659
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A signaling theory of reservation cancellation policies
Choi, Yukyeong; Kim, Jeong-yoo - In: Economic modelling 130 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10014451144
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Dynamic factor copula models with estimated cluster assignments
Oh, Dong Hwan; Patton, Andrew J. - In: Journal of econometrics 237 (2023) 2,3, pp. 1-23
Persistent link: https://www.econbiz.de/10014471820
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Dynamic semiparametric models for expected shortfall (and Value-at-Risk)
Patton, Andrew J.; Ziegel, Johanna F.; Chen, Rui - In: Journal of econometrics 211 (2019) 2, pp. 388-413
Persistent link: https://www.econbiz.de/10012303806
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Optimal online-payment security system and the role of liability sharing
Berg, Nathan; Kim, Jeong-yoo - In: Economic modelling 110 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013348277