//--> //--> //-->
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
~subject:"ARCH model"
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
Movie title keywords: A text m...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Multivariate Verteilung
17
Multivariate distribution
17
Theorie
11
Theory
11
Time series analysis
10
Zeitreihenanalyse
10
Capital income
9
Kapitaleinkommen
9
Volatility
9
Volatilität
9
ARCH-Modell
8
Estimation
7
Forecasting model
7
Prognoseverfahren
7
Schätzung
7
Börsenkurs
6
Copula
6
Share price
6
Artificial intelligence
5
Causality analysis
5
Correlation
5
Estimation theory
5
Granger causality
5
Kausalanalyse
5
Korrelation
5
Künstliche Intelligenz
5
Regression analysis
5
Regressionsanalyse
5
Schätztheorie
5
Neural networks
4
Neuronale Netze
4
cryptocurrencies
4
forecasting
4
Corporate bond
3
Directional dependence
3
Financial market
3
Finanzmarkt
3
GARCH
3
Unternehmensanleihe
3
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
8
Author
All
Kim, Jong-Min
8
Jung, Hojin
6
Hwang, Sun Young
2
Kim, Dong H.
1
Kim, Sahm
1
Kim, Yunsun
1
Qin, Li
1
more ...
less ...
Published in...
All
Applied economics
4
Economic modelling
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)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
2
Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
Saved in:
3
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:
4
Directional time-varying partial correlation with the Gaussian copula-DCC-GARCH model
Kim, Jong-Min
;
Jung, Hojin
- In:
Applied economics
50
(
2018
)
41
,
pp. 4418-4426
Persistent link: https://www.econbiz.de/10012061173
Saved in:
5
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:
6
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:
7
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:
8
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...
//-->