Narrow search
Showing 1 - 5 of 5
Cover Image
The impacts of COVID-19 on the dependence structure of the stock market
Kim, Jong-Min; Jung, Hojin - In: Applied economics letters 30 (2023) 4, pp. 510-515
Persistent link: https://www.econbiz.de/10013553675
Cover Image
Can asymmetric conditional volatility imply asymmetric tail dependence?
Kim, Jong-Min; Jung, Hojin - In: Economic modelling 64 (2017), pp. 409-418
Persistent link: https://www.econbiz.de/10011761287
Cover Image
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
Cover Image
A quantile-copula approach to dependence between financial assets
Kim, Jong-Min; Tabacu, Lucia; Jung, Hojin - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012659570
Cover Image
A revisit to size anomalies in U.S. bank stock returns by panel copula
Kim, Jong-Min; Jung, Hojin; Yang, Brian - In: Applied economics letters 29 (2022) 8, pp. 750-754
Persistent link: https://www.econbiz.de/10013171048