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Cluster analysis using different correlation coefficients
Chae, Seong S.; Kim, Chansoo; Kim, Jong-Min; Warde, … - In: Statistical papers 49 (2008) 4, pp. 715-727
Persistent link: https://www.econbiz.de/10003761752
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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
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Measuring systemic risk using vine-copula
Pourkhanali, Armin; Kim, Jong-Min; Tafakori, Laleh; … - In: Economic modelling 53 (2016), pp. 63-74
Persistent link: https://www.econbiz.de/10011640962
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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
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Foreign investors, rebalancing trades, and increases in U.S.-Japan stock market correlations
Imai, Hiroyuki; Kim, Jong-Min - In: Applied economics 56 (2024) 47, pp. 5634-5649
Persistent link: https://www.econbiz.de/10015051126