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isPartOf:"Journal of empirical finance"
subject:"Volatility"
~isPartOf:"Applied economics"
~person:"Kim, Jong-Min"
~person:"You, Wan-hai"
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Volatility
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Kim, Jong-Min
You, Wan-hai
Ma, Feng
4
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4
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Journal of empirical finance
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The North American journal of economics and finance : a journal of financial economics studies
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Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
2
Asymmetric effects of oil price shocks on stock returns : evidence from a two-stage Markov regime-switching approach
Zhu, Huiming
;
Su, Xianfang
;
You, Wan-hai
;
Ren, Ying-hua
- In:
Applied economics
49
(
2017
)
25
,
pp. 2491-2507
Persistent link: https://www.econbiz.de/10011819559
Saved in:
3
Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min
;
Jung, Hojin
;
Qin, Li
- In:
Applied economics
48
(
2016
)
16/18
,
pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
Saved in:
4
An empirical research of crude oil price changes and stock market in China : evidence from the structural breaks and quantile regression
Zhu, Huiming
;
Guo, Yawei
;
You, Wan-hai
- In:
Applied economics
47
(
2015
)
55/57
,
pp. 6055-6074
Persistent link: https://www.econbiz.de/10011381017
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