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~isPartOf:"Economic modelling"
~person:"Kim, Jong-Min"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Kim, Jong-Min
Caporale, Guglielmo Maria
2
Chaiechi, Taha
2
Chang, Tsangyao
2
Gil-Alaña, Luis A.
2
Hall, Stephen G.
2
Kiani, Khurshid M.
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Economic modelling
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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:
2
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:
3
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
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