Narrow search
Showing 1 - 10 of 241
Cover Image
Modeling and forecasting from trend-stationary long memory models with applications to climatology
Baillie, Richard T.; Chung, Sang-Kuck - In: International Journal of Forecasting 18 (2002) 2, pp. 215-226
Persistent link: https://www.econbiz.de/10005418583
Cover Image
Trend stationary fractional behavior : asymptotics and simulation
Chung, Sang-kuck - In: Journal of economic theory and econometrics : journal … 6 (2000) 1, pp. 113-129
Persistent link: https://www.econbiz.de/10001562252
Cover Image
Asymptotics of rend stationary fractionally integrated ARMA models
Chung, Sang-Kuck - In: Applied economics 32 (2000) 12, pp. 1509-1514
Persistent link: https://www.econbiz.de/10001524416
Cover Image
A bivariate ARFIMA-IGARCH-M modelling of the effects of uncertainty on inflation and output growth
Chung, Sang-kuck - In: Seoul journal of economics 15 (2002) 1, pp. 79-99
Persistent link: https://www.econbiz.de/10001745134
Cover Image
The out-of-sample forecasting of hedged portfolio variances using bivariate mixed normal GARCH models
Chung, Sang-kuck - In: Journal of economic research 13 (2008) 2, pp. 325-347
Persistent link: https://www.econbiz.de/10003797517
Cover Image
The out-of-sample forecasts of nonlinear long-memory models of the real exchange rate
Chung, Sang-kuck - In: International journal of finance & economics : IJFE 11 (2006) 4, pp. 355-370
Persistent link: https://www.econbiz.de/10015180311
Cover Image
Out-of-sample hedge performances for risk management in China commodity futures markets
Chung, Sang-kuck - In: Asian economic journal : journal of the East Asian … 23 (2009) 3, pp. 349-372
Persistent link: https://www.econbiz.de/10003902569
Cover Image
Bivariate mixed normal GARCH models and out-of-sample hedge performances
Chung, Sang-kuck - In: Finance research letters 6 (2009) 3, pp. 130-137
Persistent link: https://www.econbiz.de/10003888006
Cover Image
Regime changes in uncertainty channel between inflation and output growth
Chung, Sang-Kuck - In: Journal of economic research 25 (2020) 2, pp. 125-154
Persistent link: https://www.econbiz.de/10013454631
Cover Image
The out-of-sample forecasting of hedged portfolio variances using bivariate mixed normal GARCH models
Chung, Sang-kuck - In: Journal of economic research 13 (2008) 2, pp. 325-347
Persistent link: https://www.econbiz.de/10009929711