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A nonparametric test of the conditional normality of housing demand

Min, Insik - In: Applied economics letters 14 (2007) 1/3, pp. 105-109

Persistent link: https://www.econbiz.de/10003448426

Estimating endogenous switching regression model with a flexible parametric distribution function : application to Korean housing demand

Choi, Pilsun; Min, Insik - In: Applied economics 41 (2009) 22/24, pp. 3045-3055

Persistent link: https://www.econbiz.de/10003895060

Asset market correlation and stress testing : cases for housing and stock markets

Cho, Man; Min, Insik - 2010

This study aims to achieve a two-fold research objective: first, to econometrically investigate hypothesized linkages between real estate and stock markets by fitting different classes of time-varying volatility model; second, to perform VaR-type stress testing by using the fitted asset price...

Persistent link: https://www.econbiz.de/10008735767

A comparison of conditional and unconditional approaches in value-at-risk estimation

Choi, Pilsun; Min, Insik - In: The Japanese economic review : the journal of the … 62 (2011) 1, pp. 99-115

Persistent link: https://www.econbiz.de/10009158509

Technology adoption and wage distribution in the US manufacturing sector : quantile regression analysis

Kim, Inchul; Min, Insik - In: Seoul journal of economics 19 (2006) 2, pp. 215-231

Persistent link: https://www.econbiz.de/10003360339

An alternative semiparametric estimate of the base-independence equivalence scale : an application to US consumer expenditure survey data

Kim, Inchul; Min, Insik - In: Applied economics 39 (2007) 10/12, pp. 1307-1314

Persistent link: https://www.econbiz.de/10003511743

Can volume be more informative than prices? : evidence from Chinese housing markets

Yang, Jian; Tong, Meng; Yu, Ziliang - In: Review of quantitative finance and accounting 61 (2023) 2, pp. 633-672

Persistent link: https://www.econbiz.de/10014342047

Low- frequency versus high-frequency housing price spillovers in China

Yang, Jian; Li, Zheng; Yu, Ziliang - In: Accounting and finance 64 (2024) 4, pp. 3713-3749

Persistent link: https://www.econbiz.de/10015164703

The law of one price : developed and developing country market integration

Yang, Jian; Bessler, David A.; Leatham, David J. - In: Journal of agricultural and applied economics 32 (2000) 3, pp. 429-440

Persistent link: https://www.econbiz.de/10001540832

Time-varying risk-returm trade-off in the stock market

Guo, Hui; Wang, Zijun; Yang, Jian - In: Journal of money, credit and banking : JMCB 45 (2013) 4, pp. 623-650

Persistent link: https://www.econbiz.de/10009759991