//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type:"article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Autoregressive conditional bet...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
4
Estimation theory
4
Schätztheorie
4
Schätzung
4
Theorie
4
Theory
4
Aktienmarkt
2
Business cycle
2
Börsenkurs
2
Capital income
2
Correlation
2
Kapitaleinkommen
2
Konjunktur
2
Korrelation
2
Regression analysis
2
Regressionsanalyse
2
Share price
2
Stock market
2
Volatility
2
Volatilität
2
expected returns
2
market volatility
2
"volatility feedback news" effects
1
ARCH model
1
ARCH-Modell
1
Ankündigungseffekt
1
Announcement effect
1
Boundary parameter
1
CAPM
1
Covariance
1
Economic convergence
1
Economic growth
1
Endogenes Wachstumsmodell
1
Endogenous growth model
1
Erwartungsbildung
1
Expectation formation
1
Impact assessment
1
Markov-switching
1
Maximum chow test
1
Median
1
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Language
All
English
9
Undetermined
4
Author
All
Kim, Yunmi
13
Kim, Chang-jin
4
Kim, Tae-hwan
4
Huo, Lijuan
3
Chang‐Jin Kim
1
Ergün, Tolga
1
Kim, Chang-Jin
1
Kim, Chang‐Jin
1
Kim, Tae-Hwan
1
Nelson, Charles R.
1
Stone, Douglas
1
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Finance research letters
2
The econometrics journal
2
Applied economics
1
Econometrics Journal
1
Finance Research Letters
1
Financial markets and portfolio management
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Studies in Nonlinear Dynamics & Econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
RePEc
3
OLC EcoSci
2
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Robust estimation of covariance and its application to portfolio optimization
Huo, Lijuan
;
Kim, Tae-hwan
;
Kim, Yunmi
- In:
Finance research letters
9
(
2012
)
3
,
pp. 121-134
Persistent link: https://www.econbiz.de/10009628116
Saved in:
2
Pricing stock market volatility : does it matter whether the volatility is related to the business cycle?
Kim, Yunmi
;
Nelson, Charles R.
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 307-328
Persistent link: https://www.econbiz.de/10010351545
Saved in:
3
The instability of the Pearson correlation coefficient in the presence of coincidental outliers
Kim, Yunmi
;
Kim, Tae-hwan
;
Ergün, Tolga
- In:
Finance research letters
13
(
2015
),
pp. 243-257
Persistent link: https://www.econbiz.de/10011552545
Saved in:
4
Is the backward-looking component important in a new Keynesian Phillips curve?
Kim, Chang-jin
;
Kim, Yunmi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009513625
Saved in:
5
Dealing with endogeneity in a time-varying parameter model : joint estimation and two-step estimation procedures
Kim, Yunmi
;
Kim, Chang-jin
- In:
The econometrics journal
14
(
2011
)
3
,
pp. 487-497
Persistent link: https://www.econbiz.de/10009383081
Saved in:
6
Revisiting growth empirics based on IV panel quantile regression
Huo, Lijuan
;
Kim, Tae-hwan
;
Kim, Yunmi
- In:
Applied economics
47
(
2015
)
34/36
,
pp. 3859-3873
Persistent link: https://www.econbiz.de/10011294309
Saved in:
7
Testing for structural breaks in return-based style regression models
Kim, Yunmi
;
Stone, Douglas
;
Kim, Tae-hwan
- In:
Financial markets and portfolio management
35
(
2021
)
1
,
pp. 61-76
Persistent link: https://www.econbiz.de/10012495896
Saved in:
8
A unified framework jointly explaining business conditions, stock returns, volatility and "volatility feedback news" effects
Kim, Chang-jin
;
Kim, Yunmi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
23
(
2019
)
2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10012054880
Saved in:
9
Dealing with endogeneity in a time‐varying parameter model: joint estimation and two‐step estimation procedures
Kim, Yunmi
;
Chang‐Jin Kim
- In:
Econometrics Journal
14
(
2011
)
3
,
pp. 487-497
Persistent link: https://www.econbiz.de/10009351392
Saved in:
10
Is the backward-looking component important in a new Keynesian Phillips curve?
Kim, Chang-jin
;
Kim, Yunmi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10009949928
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->