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~isPartOf:"Applied economics"
~isPartOf:"International Journal of Production Economics"
~isPartOf:"Springer eBook Collection / Business and Economics"
~person:"Hwang, Sun Young"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Hwang, Sun Young
Gil-Alaña, Luis A.
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Applied economics
International Journal of Production Economics
Springer eBook Collection / Business and Economics
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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
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2
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
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