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ECONIS (ZBW)
15
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1
Optimal conditional hedge ratio : a simple shrinkage estimation approach
Kim, Myeong Jun
;
Park, Sung Y.
- In:
Journal of empirical finance
38
(
2016
),
pp. 139-156
Persistent link: https://www.econbiz.de/10011663233
Saved in:
2
Nonlinear relationship between crude oil price and net futures positions : a dynamic conditional distribution approach
Li, Haiqi
;
Kim, Myeong Jun
;
Park, Sung Y.
- In:
International review of financial analysis
44
(
2016
),
pp. 217-225
Persistent link: https://www.econbiz.de/10011624000
Saved in:
3
Testing for market efficiency in cryptocurrencies : evidence from a non-linear conditional quantile framework
Kim, Myeong Jun
;
Park, Sung Y.
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2245-2251
Persistent link: https://www.econbiz.de/10014364745
Saved in:
4
Is art market efficient? : Evidence from non-linear quantile unit-root tests
Kim, Myeong Jun
;
Park, Sung Y.
- In:
Applied economics letters
31
(
2024
)
15
,
pp. 1389-1396
Persistent link: https://www.econbiz.de/10015075376
Saved in:
5
Quantile elasticity of international tourism demand for South Korea using the quantile autoregressive distributed lag model
Li, Haiqi
;
Park, Sung Y.
;
Seo, Joo Hwan
- In:
Tourism economics : the business and finance of tourism …
17
(
2011
)
5
,
pp. 997-1015
Persistent link: https://www.econbiz.de/10009373170
Saved in:
6
Quantile autoregressive distributed lag model with an application to house price returns
Galvão Júnior, Antônio Fialho
;
Montes-Rojas, Gabriel
; …
- In:
Oxford bulletin of economics and statistics
75
(
2013
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10009754614
Saved in:
7
Multivariate density forecast evaluation : a modified approach
Ko, Stanley Iat-Meng
;
Park, Sung Y.
- In:
International journal of forecasting
29
(
2013
)
3
,
pp. 431-441
Persistent link: https://www.econbiz.de/10009787037
Saved in:
8
Generalized cross-spectral test for nonlinear Granger causality with applications to money-output and price-volume relations
Li, Haiqi
;
Zhong, Wanling
;
Park, Sung Y.
- In:
Economic modelling
52
(
2016
),
pp. 661-671
Persistent link: https://www.econbiz.de/10011642960
Saved in:
9
The dynamics of export diversification, economic complexity and economic growth cycles : global evidence
Nguyen Phuc Canh
;
Su Dinh Thanh
- In:
Foreign trade review : FTR ; quarterly journal of …
57
(
2022
)
3
,
pp. 234-260
Persistent link: https://www.econbiz.de/10013256567
Saved in:
10
Economic complexity and entrepreneurship density : a non-linear effect study
Nguyen Phuc Canh
;
Bach Nguyen
;
Bui Duy Tung
;
Thanh Dinh Su
- In:
Technological forecasting & social change : an …
173
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013202620
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