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11
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4
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2
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2
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ECONIS (ZBW)
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Long memory and FIGARCH models for daily and high frequency commodity prices
Baillie, Richard
;
Han, Young Wook
;
Myers, Robert J.
; …
-
2007
Persistent link: https://www.econbiz.de/10003740333
Saved in:
2
Long memory models for daily and high frequency commodity futures returns
Baillie, Richard
;
Han, Young Wook
;
Myers, Robert J.
; …
- In:
The journal of futures markets
27
(
2007
)
7
,
pp. 643-668
Persistent link: https://www.econbiz.de/10003493148
Saved in:
3
Measuring non-linearity, long memory and self-similarity in high-frequency European exchange rates
Baillie, Richard
;
Cecen, A. A.
;
Erkal, Cahit
;
Han, …
- In:
Journal of international financial markets, …
14
(
2004
)
5
,
pp. 401-418
Persistent link: https://www.econbiz.de/10002186598
Saved in:
4
High frequency Deutsche Mark- US dollar returns : FIGARCH representations and non linearities
Baillie, Richard
;
Cecen, Aydin A.
;
Han, Young-wook
- In:
Multinational finance journal : MF ; quarterly …
4
(
2000
)
3/4
,
pp. 247-267
Persistent link: https://www.econbiz.de/10001636386
Saved in:
5
Long memory volatility, central bank intervention and uncovered interest rate parity in the 1920s exchange markets
Baillie, Richard
;
Han, Young Wook
- In:
The Korean economic review
35
(
2019
)
1
,
pp. 183-203
Persistent link: https://www.econbiz.de/10012217148
Saved in:
6
Coupling for the won-dollar and yen-dollar rates under the floating exchange rate system in Korea : a fractional cointegration approach
Song, Jeongseok
- In:
Seoul journal of economics
19
(
2006
)
1
,
pp. 67-110
Persistent link: https://www.econbiz.de/10003360325
Saved in:
7
Impact of wage rigidity on sovereign credit rating
Yang, Daecheon
;
Song, Jeongseok
- In:
Emerging markets review
34
(
2018
),
pp. 25-41
Persistent link: https://www.econbiz.de/10012114665
Saved in:
8
Poisson jumps and long memory volatility process in high frequency European exchange rates
Han, Young Wook
- In:
Seoul journal of economics
20
(
2007
)
2
,
pp. 202-222
Persistent link: https://www.econbiz.de/10003499986
Saved in:
9
Effects of financial crises on the long memory volatility dependency of foreign exchange rates : the Asian crisis vs. the global crisis
Han, Young Wook
- In:
Journal of East Asian economic integration
18
(
2014
)
1
,
pp. 3-27
Persistent link: https://www.econbiz.de/10010347752
Saved in:
10
Quantitative comparisons on the intrinsic features of foreign exchange rates between the 1920s and the 2010s : case of the USD-GBP exchange rate
Han, Young Wook
- In:
East Asian economic review
20
(
2016
)
3
,
pp. 365-390
Persistent link: https://www.econbiz.de/10011556212
Saved in:
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