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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
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Subcontracting and the incidence of change orders in procurement contracts
Jung, Hojin; Kosmopoulou, Georgia; Press, Robert; … - In: Economic inquiry 60 (2022) 1, pp. 247-264
Persistent link: https://www.econbiz.de/10012796489
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A quantile-copula approach to dependence between financial assets
Kim, Jong-Min; Tabacu, Lucia; Jung, Hojin - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012659570
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A new generalized volatility proxy via the stochastic volatility model
Kim, Jong-Min; Jung, Hojin; Qin, Li - In: Applied economics 49 (2017) 23, pp. 2259-2268
Persistent link: https://www.econbiz.de/10011817347
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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