Found: 13
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Exploring House Price Momentum in the U.S. after the Subprime Mortgage Crisis.
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- Journal of Economic Theory & Econometrics, 2024, v. 35, n. 1, p. 1
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- Article
Estimation and Inference of Quantile Impulse Response Functions by Local Projections: With Applications to VaR Dynamics*.
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- Journal of Financial Econometrics, 2024, v. 22, n. 1, p. 1, doi. 10.1093/jjfinec/nbac026
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- Article
World distribution of income for 1970–2010: dramatic reduction in world income inequality during the 2000s.
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- Empirical Economics, 2020, v. 59, n. 2, p. 765, doi. 10.1007/s00181-019-01657-w
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Additive Endogenous Regime Switching GARCH Model.
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- Journal of Economic Theory & Econometrics, 2019, v. 30, n. 2, p. 20
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- Article
Quantile Dependence between Stock Markets and Its Application in Volatility Forecasting.
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- Journal of Economic Theory & Econometrics, 2019, v. 30, n. 1, p. 96
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- Article
Quantile Dependence between Foreign Exchange Market and Stock Market: The Case of Korea.
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- East Asian Economic Review (EAER), 2016, v. 20, n. 4, p. 519, doi. 10.11644/KIEP.EAER.2016.20.4.320
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- Article
An Endogenous Regime Switching Model for Realized Volatility.
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- Journal of Economic Theory & Econometrics, 2016, v. 27, n. 4, p. 73
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- Article
Effects of the US Stock Market Return and Volatility on the VKOSPI.
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- Economics: The Open-Access, Open-Assessment E-Journal, 2015, v. 9, n. 35, p. 1, doi. 10.5018/economics-ejournal.ja.2015-35
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- Article
A Multiplicative Error Model with Heterogeneous Components for Forecasting Realized Volatility.
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- Journal of Forecasting, 2015, v. 34, n. 3, p. 209, doi. 10.1002/for.2333
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- Article
Asymptotic Properties of GARCH-X Processes.
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- Journal of Financial Econometrics, 2015, v. 13, n. 1, p. 188, doi. 10.1093/jjfinec/nbt023
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Semiparametric ARCH-X Model for Leverage Effect and Long Memory in Stock Return Volatility.
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- Journal of Economic Theory & Econometrics, 2014, v. 25, n. 3, p. 81
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- Article
Comparison of Realized Measure and Implied Volatility in Forecasting Volatility.
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- Journal of Forecasting, 2013, v. 32, n. 6, p. 522, doi. 10.1002/for.2253
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- Article
Non-stationary non-parametric volatility model.
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- Econometrics Journal, 2012, v. 15, n. 2, p. 204, doi. 10.1111/j.1368-423X.2011.00357.x
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- Article