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Long memory in return volatility
Yoon, Gawon - In: Applied economics letters 17 (2010) 4/6, pp. 345-349
Persistent link: https://www.econbiz.de/10003979468
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Structural breaks and smooth transition autoregressive processes : an application to the US stock value ratios
Yoon, Gawon - In: Applied economics 43 (2011) 16/18, pp. 2313-2320
Persistent link: https://www.econbiz.de/10009380059
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Locating change-points in Hodrick-Prescott trends with an application to US real GDP : a generalized unobserved components model approach
Yoon, Gawon - In: Economic modelling 45 (2015), pp. 136-141
Persistent link: https://www.econbiz.de/10011334137
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Nonlinearity in US macroeconomic time series
Yoon, Gawon - In: Applied economics letters 17 (2010) 16/18, pp. 1601-1609
Persistent link: https://www.econbiz.de/10009232175
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Further evidence on purchasing power parity over two centuries with multiple changes in persistence
Yoon, Gawon - In: Applied economics letters 15 (2008) 13/15, pp. 1093-1096
Persistent link: https://www.econbiz.de/10003801236
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A modern time series assessment of "A statistical model for sunspot activity" by C. W. J. Granger (1957)
Yoon, Gawon - 2006
Persistent link: https://www.econbiz.de/10003350112
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An introduction to I(∞) processes
Yoon, Gawon - In: Economic modelling 22 (2005) 3, pp. 473-483
Persistent link: https://www.econbiz.de/10002770083
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The time series behaviour of Brazilian inflation rate : new evidence from unit root tests with good size and power
Yoon, Gawon - In: Applied economics letters 10 (2003) 10, pp. 627-631
Persistent link: https://www.econbiz.de/10001801927
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A simple model that generates stylized facts of returns
Yoon, Gawon - 2003
Persistent link: https://www.econbiz.de/10001753302
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Selecting the tuning parameter of the l1 trend filter
Yamada, Hiroshi; Yoon, Gawon - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 20 (2016) 1, pp. 97-105
Persistent link: https://www.econbiz.de/10011431307