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Spurious regressions with stationary series
Granger, Clive W.J.; Hyung, Namwon; Jeon, Yongil - In: Applied economics 33 (2001) 7, pp. 899-904
Persistent link: https://www.econbiz.de/10007670243
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The Evolution of the Phillips Curve: A Modern Time Series Viewpoint
GRANGER, CLIVE W. J.; JEON, YONGIL - In: Economica 78 (2011) 309, pp. 51-67
Persistent link: https://www.econbiz.de/10008785582
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Linking series generated at different frequenciesFNR HREF="fn1"> FN ID="fn1">This work is part of a PhD dissertation presented at the University of California, San Diego (1999).
Hyung, Namwon; Granger, Clive W.J. - In: Journal of forecasting 27 (2008) 2, pp. 95-108
Persistent link: https://www.econbiz.de/10007981831
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Simulating and calibrating diversification against black swans
Hyung, Namwon; de Vries, Casper G. - In: Journal of economic dynamics & control 36 (2012) 8, pp. 1162-1176
Persistent link: https://www.econbiz.de/10009979161
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Occasional structural breaks and long memory with an application to the S&P 500 absolute stock returns
Granger, Clive W.J.; Hyung, Namwon - In: Journal of empirical finance 11 (2004) 3, pp. 399
Persistent link: https://www.econbiz.de/10007789877
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Portfolio selection with heavy tails
Hyung, Namwon; de Vries, Casper G. - In: Journal of empirical finance 14 (2007) 3, pp. 383-400
Persistent link: https://www.econbiz.de/10007732156
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Special Issue - "Panel Data Econometrics" - Spurious Stochastics in a Short Time-Series Panel Model
Granger, Clive W.J.; Hyung, Namwon - In: Annales d'économie et de statistique (1999) 55-56, pp. 299-316
Persistent link: https://www.econbiz.de/10007922845
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Special Issue - "Panel Data Econometrics" - Spurious Stochastics in a Short Time-Series Panel Model
Granger, Clive W.J.; Hyung, Namwon - In: Annales d'économie et de statistique (1999) 55-56, pp. 299-316
Persistent link: https://www.econbiz.de/10007922865
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Portfolio diversification effects and regular variation in financial data
Hyung, Namwon; de Vries, Casper G. - In: Allgemeines statistisches Archiv : AStA ; journal of … 86 (2002) 1, pp. 69-82
Persistent link: https://www.econbiz.de/10006561471
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Forecasting time series with long memory and level shifts
Hyung, Namwon; Franses, Philip Hans - In: Journal of forecasting 24 (2005) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10006872914