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Band spectrum least squares in fractional cointegration models with unknown fractional integration orders
Kim, Chang Sik - In: The Korean economic review 22 (2006) 1, pp. 21-54
Persistent link: https://www.econbiz.de/10003738721
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Testing the Monday effect using high-frequency intraday returns : a spatial dominance approach
Lee, Sungro; Kim, Chang Sik; Kim, In-Moo - In: The Korean economic review 28 (2012) 1, pp. 69-90
Persistent link: https://www.econbiz.de/10010192149
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Do S&P 500 and KOSPI move together? : a functional regression approach
Kim, Soobin; Kim, Chang Sik - In: The Korean economic review 26 (2010) 2, pp. 401-430
Persistent link: https://www.econbiz.de/10009152035
Cover Image
Band spectrum least squares in fractional cointegration models with unknown fractional integration orders
Kim, Chang Sik - In: The Korean economic review 22 (2006) 1, pp. 21-54
Persistent link: https://www.econbiz.de/10009934537
Cover Image
Do S&P 500 and KOSPI move together? : a functional regression approach
Kim, Soobin; Kim, Chang Sik - In: The Korean economic review 26 (2010) 2, pp. 401-430
Persistent link: https://www.econbiz.de/10009934612