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A modified estimator of population mean using power transformation
Singh, Housila P.; Tailor, Rajesh; Singh, Sarjinder; … - In: Statistical papers 49 (2008) 1, pp. 37-58
Persistent link: https://www.econbiz.de/10003579718
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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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A new generalized volatility proxy via the stochastic volatility model
Kim, Jong-Min; Jung, Hojin; Qin, Li - In: Applied economics 49 (2017) 23, pp. 2259-2268
Persistent link: https://www.econbiz.de/10011817347
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Linear time-varying regression with a DCC-GARCH model for volatility
Kim, Jong-Min; Jung, Hojin; Qin, Li - In: Applied economics 48 (2016) 16/18, pp. 1573-1582
Persistent link: https://www.econbiz.de/10011456689
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Predicting bid prices by using machine learning methods
Kim, Jong-Min; Jung, Hojin - In: Applied economics 51 (2019) 19, pp. 2011-2018
Persistent link: https://www.econbiz.de/10012196635
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Directional time-varying partial correlation with the Gaussian copula-DCC-GARCH model
Kim, Jong-Min; Jung, Hojin - In: Applied economics 50 (2018) 41, pp. 4418-4426
Persistent link: https://www.econbiz.de/10012061173
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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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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