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, Jong-Min"
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
Maximal non-exchangeability in...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Multivariate Verteilung
9
Multivariate distribution
9
Copula
6
Time series analysis
6
Zeitreihenanalyse
6
ARCH model
5
ARCH-Modell
5
Volatility
5
Volatilität
5
Börsenkurs
4
Capital income
4
Estimation
4
Kapitaleinkommen
4
Schätzung
4
Share price
4
GARCH
3
Theorie
3
Theory
3
copula
3
Causality analysis
2
Directional dependence
2
Estimation theory
2
Exchange rate
2
Kausalanalyse
2
Oil price
2
Regression analysis
2
Regressionsanalyse
2
Schätztheorie
2
Wechselkurs
2
Ölpreis
2
Aktienmarkt
1
Asymmetric GARCH regression
1
Asymmetric conditional volatility
1
BEKK representation
1
Bayes-Statistik
1
Bayesian inference
1
Bayesian variable selection
1
COVID-19
1
Cointegration
1
Coronavirus
1
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
9
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Language
All
English
9
Author
All
Kim, Jong-Min
Okhrin, Ostap
31
Casajus, André
14
Durante, Fabrizio
14
Guegan, Dominique
14
Hautsch, Nikolaus
13
Seo, Kyoungwon
13
Kuzmics, Christoph
11
Ristig, Alexander
11
Klibanoff, Peter
10
Mukerji, Sujoy
10
McAleer, Michael
9
Chen, Xiaohong
7
Dovern, Jonas
7
Feldkircher, Martin
7
Hamori, Shigeyuki
7
Hennessy, David A.
7
Huber, Florian
7
Mensi, Walid
7
Penikas, Henry
7
Wu, Ximing
7
Zhang, Jing
7
Úbeda-Flores, Manuel
7
Anatolyev, Stanislav
6
Doman, Ryszard
6
Elberg, Christina
6
Fajardo, José
6
Fischer, Matthias J.
6
Jung, Hojin
6
Klein, Ingo
6
Mangold, Benedikt
6
Mishra, Ashok K.
6
Odening, Martin
6
Shi, Peng
6
Spreeuw, Jaap
6
Strulovici, Bruno
6
Xu, Wei
6
Abberger, Klaus
5
Allen, David E.
5
Arellano, Manuel
5
more ...
less ...
Published in...
All
Applied economics
3
Economic modelling
2
Applied economics letters
1
Economics letters
1
The North American journal of economics and finance : a journal of financial economics studies
1
The energy journal
1
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Linear time-varying regression with
Copula
-DCC-GARCH models for volatility
Kim, Jong-Min
;
Jung, Hojin
- In:
Economics letters
145
(
2016
),
pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
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
Relationship between oil price and exchange rate by FDA and
copula
Kim, Jong-Min
;
Jung, Hojin
- In:
Applied economics
50
(
2018
)
22
,
pp. 2486-2499
Persistent link: https://www.econbiz.de/10011850251
Saved in:
4
Dependence structure between oil prices, exchange rates, and interest rates
Kim, Jong-Min
;
Jung, Hojin
- In:
The energy journal
39
(
2018
)
2
,
pp. 259-280
Persistent link: https://www.econbiz.de/10011825635
Saved in:
5
Modeling non-normal corporate bond yield spreads by
copula
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012642431
Saved in:
6
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:
7
Functional ARCH directional dependence via
copula
for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
8
The impacts of COVID-19 on the dependence structure of the stock market
Kim, Jong-Min
;
Jung, Hojin
- In:
Applied economics letters
30
(
2023
)
4
,
pp. 510-515
Persistent link: https://www.econbiz.de/10013553675
Saved in:
9
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
