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~isPartOf:"Applied economics"
~isPartOf:"Statistical Papers / Springer"
~isPartOf:"Working paper"
~person:"Kim, Yunsun"
~subject:"ARCH-Modell"
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Kim, Yunsun
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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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