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Explosive U.S. budget deficit
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A simple model that generates stylized facts of returns
Yoon, Gawon
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2003
Persistent link: https://www.econbiz.de/10001753302
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Long memory in return volatility
Yoon, Gawon
- In:
Applied economics letters
17
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2010
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4/6
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pp. 345-349
Persistent link: https://www.econbiz.de/10003979468
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Correlation coefficients, heteroskedasticity and contagion of financial crises
Yoon, Gawon
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The Manchester School
73
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2005
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1
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pp. 92-100
Persistent link: https://www.econbiz.de/10002556016
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