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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
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Linear time-varying regression with Copula-DCC-GARCH models for volatility
Kim, Jong-Min; Jung, Hojin - In: Economics letters 145 (2016), pp. 262-265
Persistent link: https://www.econbiz.de/10011618857
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Dependence structure between oil prices, exchange rates, and interest rates
Kim, Jong-Min; Jung, Hojin - In: The energy journal 39 (2018) 2, pp. 259-280
Persistent link: https://www.econbiz.de/10011825635
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Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min; Kim, Dong H.; Jung, Hojin - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
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Motives for mergers and acquisitions under turbulent and liquidity-scarce environment: learning from Korean cases
Cho, Seong-ho (contributor) - 2007
Persistent link: https://www.econbiz.de/10003643056